Description Usage Arguments Details Value Author(s) References See Also Examples
This is more or less and internal routine used by InformationMatrixZeta but it is described in more details since it may be useful in other computations.
1 | Jacobian(zeta)
|
zeta |
partial autocorrelation parameters |
The computation is described in detail in McLeod and Zhang (2006, Section 2.2)
square matrix of order length(zeta)
A.I. McLeod
McLeod, A.I. and Zhang, Y. (2006). Partial autocorrelation parameterization for subset autoregression. Journal of Time Series Analysis, 27, 599-612.
1 2 3 4 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.