Problem defining ssm (state-space model) using Parameter Mapping function

Jonathan Swarbrick

2018 6 29

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I am trying to define a state-space model using parameter mapping. According to the documentation (https://www.mathworks.com/help/econ/ssm-class.html), I should be able use

Mdl = ssm(@(params)ParamFun(params))

with input vector params and function ParamFun that returns required inputs for ssm. Using the following works fine:

clear;
params      = [0.5 0.5 0.004 ];
[ A , B , C ] = paramfun( params ) ;
Mdl = ssm( A , B , C );
function [A,B,C,D,Mean0,Cov0,StateType,DeflateY] = paramfun( params ) 
    A = zeros(7,7);
    A(1,1) = params(1);
    A(2:end,1) = params(2);
    B = zeros(7,7);
    B(:,1) = params(3);
    C = [ zeros(3,4) eye(3,3) ];
    D = [];Mean0 = [];Cov0 = [];StateType = [];DeflateY = [];
 end

This gives the Mdl with the correct properties. However, using:

clear;
params      = [0.5 0.5 0.004 ];
Mdl = ssm(@(params)paramfun(params));
function [A,B,C,D,Mean0,Cov0,StateType,DeflateY] = paramfun( params ) 
    A = zeros(7,7);
    A(1,1) = params(1);
    A(2:end,1) = params(2);
    B = zeros(7,7);
    B(:,1) = params(3);
    C = [ zeros(3,4) eye(3,3) ];
    D = [];Mean0 = [];Cov0 = [];StateType = [];DeflateY = [];
 end