My first post here I understand from the documentation that
ConstDomain() is equivalent to fixing a parameter during estimation. I am confused on how to use it, especially if I follow the example in the Readme of the github page. Let’s say I would like to fix
pmoncl in that example model here . So, instead of
@param begin tvcl ∈ RealDomain(lower=0) tvv ∈ RealDomain(lower=0) pmoncl ∈ RealDomain(lower = -0.99) Ω ∈ PDiagDomain(2) σ_prop ∈ RealDomain(lower=0) end
I would do this
@param begin tvcl ∈ RealDomain(lower=0) tvv ∈ RealDomain(lower=0) pmoncl ∈ ConstDomain(-0.6) Ω ∈ PDiagDomain(2) σ_prop ∈ RealDomain(lower=0) end
note that I fixed the value to -0.6. My main question is how to specify the parameter for
pmoncl in the parameter vector that is used outside the model.
param = ( tvcl = 4.0, tvv = 70, pmoncl = -0.6, Ω = Diagonal([0.09,0.09]), σ_prop = 0.04 )
During simulation, this should not matter. But what do I specify for
pmoncl (or should I specify anything at all) when passing this parameter vector into a
fit object? Should I use
ConstDomain here too? What will take precedence?
Hope I am clear!