How to pass optional arguments to updatefn in fitSSM(model, inits, updatefn, ...)?

[sbgraves237]

I am unable to get KFAS::fitSSM to pass an optional argument to updateFn.

Consider the following:

remotes::install_github("sbgraves237/MaddisonData")
library(MaddisonData)
GBR <- subset(MaddisonData, (ISO=='GBR') & !is.na(gdppc))
grFmla <- (log(gdppc)~ -1 + 
                    SSMbespoke(growthModel(.04, GBR$gdppc) )) 
library(KFAS)
GBR2m <-SSModel(grFmla, GBR, H=matrix(NA) )

Now call KFAS::fitSSM and pass an optional argument Time:

GBRgrFit <- fitSSM(GBR2m, inits=-6, method = "BFGS", 
                    updatefn = growthUpdateFn, Time=GBR$year)

MaddisonData::growthUpdateFn computes Q assuming missing observations
for gaps in Time:

GBR$year[1:4]
diff(GBR$year[1:4])

grUpdtChk <- growthUpdateFn(GBRgrFit$optim.out$par, GBR2m, Time=GBR$year)
grUpdtChk$Q[,,1:3]

#, , 1000

[,1] [,2]

#[1,] 4527.86795 27.0038933
#[2,] 27.00389 0.2151705

#, , 1252

[,1] [,2]

#[1,] 4527.86795 27.0038933
#[2,] 27.00389 0.2151705

#, , 1253

[,1] [,2]

#[1,] 0.0008538511 0.0000000000
#[2,] 0.0000000000 0.0008538511

However, this is NOT what KFAS::fitSSM returned:

GBRgrFit$model$Q[,,1:3]
#     grUpdtChk$Q[,,  3] == GBRgrFit$model$Q[,,  3]
# but grUpdtChk$Q[,,1:2] != GBRgrFit$model$Q[,,1:2]

#, , 1

[,1] [,2]

#[1,] 0.0008538511 0.0000000000
#[2,] 0.0000000000 0.0008538511

#, , 2

[,1] [,2]

#[1,] 0.0008538511 0.0000000000
#[2,] 0.0000000000 0.0008538511

#, , 3

[,1] [,2]

#[1,] 0.0008538511 0.0000000000
#[2,] 0.0000000000 0.0008538511

NOTE that GBRgrFit$model$Q[,,1] == GBRgrFit$model$Q[,,2]
AND unique(diff(as.numeric(dimnames(GBRgrFit$model$Q)[[3]]))) are all 1.
BUT unique(diff(as.numeric(dimnames(grUpdtChk$Q)[[3]]))) are NOT all 1.

grUpdtChk$Q[,,1:3] - GBRgrFit$model$Q[,,1:3]
# because diff(GBR$year)[1] > 0

#, , 1000

[,1] [,2]

#[1,] 4527.86710 27.0038933
#[2,] 27.00389 0.2143166

#, , 1252

[,1] [,2]

#[1,] 4527.86710 27.0038933
#[2,] 27.00389 0.2143166

#, , 1253

[,1] [,2]

#[1,] 0 0
#[2,] 0 0

A discussion of why growthUpdateFn computes Q this way is included in the documentation of that function.

HELP?
Thanks, Spencer Graves spencer.graves@effectiveDefense.org

[helske]

There is an argument update_args in fitSSM which is used to pass additional arguments to updatefn.