Documentation of idmsize

Global Index (short | long) | Local contents | Local Index (short | long)

Function Synopsis

maxdef = idmsize(N,d)

Help text

IDMSIZE        Sets default value for the variable maxsize (see help AUXVAR)

   maxdef = idmsize(N,d)

   N : Number of data points to be processed
   d : Number of parameters to be estimated
   maxdef : Default value of maxsize

   USERS WHO WORK WITH VERY LARGE DATA RECORDS AND LARGE MODELS SHOULD
   TRIM THIS ALGORITHM TO HIS OR HER COMPUTER

Cross-Reference Information

	This function is called by
	ar armax arx arxstruc bj covf idgenfig iv iv4 iv4mv ivar ivstruc ivx ivxmv mvarx n4sid oe pem pemss resid spa

Listing of function idmsize

function maxdef = idmsize(N,d)

%   L. Ljung 10-1-89
%   Copyright (c) 1986-98 by The MathWorks, Inc.
%   $Revision: 2.3 $  $Date: 1997/12/02 03:42:22 $

if nargin<2,d=6;end
if nargin<1, N=1000;end
[cmp,mem]=computer;
if mem<8192, maxdef=4096;
 else maxdef=50000;end
% The value of maxdef that gives the most efficient computing time
% in the parameter estimation algorithms depends on the memory available
% in the computer.
% The algorithms will work with matrices that are N by d, provided the
% number of elements is less than maxsize. Note that the number d is
% not provided by all of the estimation algorithms.