generateAR: Generating stationary autoregressive coefficients
In DREGAR: Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)
generateAR R Documentation
Generating stationary autoregressive coefficients
Description
Generating stationary autoregressive coefficients
Usage
generateAR(n = 1, l = -1, u = 1 ,
min.distance = .Machine$double.eps ,
sort.coeff = FALSE)
Arguments
n
The number of coefficients
l
Lower bound for coefficients
u
Upper bound for coefficients
min.distance
Minimum distance amongst all pair of coefficients
sort.coeff
Logical flag. If TRUE, then resulting coefficients are sorted descending
Author(s)
Hamed Haselimashhadi <hamedhaseli@gmail.com>
See Also
dregar2 ,
dregar6 ,
sim.dregar
Examples
generateAR(3 , -1 , 1 , .01 )
DREGAR documentation built on June 8, 2025, 12:26 p.m.
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| generateAR | R Documentation |
Generating stationary autoregressive coefficients
Description
Generating stationary autoregressive coefficients
Usage
generateAR(n = 1, l = -1, u = 1 ,
min.distance = .Machine$double.eps ,
sort.coeff = FALSE)
Arguments
n |
The number of coefficients |
l |
Lower bound for coefficients |
u |
Upper bound for coefficients |
min.distance |
Minimum distance amongst all pair of coefficients |
sort.coeff |
Logical flag. If TRUE, then resulting coefficients are sorted descending |
Author(s)
Hamed Haselimashhadi <hamedhaseli@gmail.com>
See Also
dregar2 ,
dregar6 ,
sim.dregar
Examples
generateAR(3 , -1 , 1 , .01 )
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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