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...se Gauss-Seidel for non linear models. Can be quite tricky, slow and diverge. You can write your model as a non linear system of equations and use one of the nonlinear solvers. See the section "Root Finding" in the task view NumericalMathematics suggesting three packages (BB, nleqslv and ktsolve). These package are certainly able to handle medium sized models. (https://cran.r-project.org/web/views/NumericalMathematics.html) Write a function with the system of equations with each equation written as y[..] <- lefthandside - (righthandside) You can then include identities naturally....

...se Gauss-Seidel for non linear models. Can be quite tricky, slow and diverge. You can write your model as a non linear system of equations and use one of the nonlinear solvers. See the section "Root Finding" in the task view NumericalMathematics suggesting three packages (BB, nleqslv and ktsolve). These package are certainly able to handle medium sized models. (https://cran.r-project.org/web/views/NumericalMathematics.html) Write a function with the system of equations with each equation written as y[..] <- lefthandside - (righthandside) You can then include identities naturally....

...for non linear models. Can be quite tricky, slow and diverge. > > You can write your model as a non linear system of equations and use one of the nonlinear solvers. > See the section "Root Finding" in the task view NumericalMathematics suggesting three packages (BB, nleqslv and ktsolve). These package are certainly able to handle medium sized models. > (https://cran.r-project.org/web/views/NumericalMathematics.html) > > Write a function with the system of equations with each equation written as > > y[..] <- lefthandside - (righthandside) > > You can t...

Hi Frances, I have not touched the system.fit package for quite some time, but to solve your problem the following two pointers might be helpful: 1) Recast your model in the revised form, i.e., include your identity directly into your reaction functions, if possible. 2) For solving your model, you can employ the Gau?-Seidel method (see https://en.wikipedia.org/wiki/Gauss%E2%80%93Seidel_method).

Hello, I have estimated a simultaneous equation model (similar to Klein's model) in R using the system.fit package. I have an identity equation, along with three other equations. Do you know how to explicitly identify the identity equation in R? I am also trying to forecast the dependent variables in the simultaneous equation model, while incorporating the identity equation in the