JacobianK: Internal Utility Function
In FitAR: Subset AR Model Fitting
Description
Usage
Arguments
Value
Author(s)
References
See Also
Examples
Description
The matrix defined in eqn. (10) of McLeod and Zhang (2006).
Used by the function Jacobian.
Usage
1
JacobianK(zeta, k)
Arguments
zeta
partial autocorrelations
k
k-th Jacobian
Value
Matrix
Author(s)
A.I. McLeod
References
McLeod, A.I. and Zhang, Y. (2006).
Partial autocorrelation parameterization for subset autoregression.
Journal of Time Series Analysis, 27, 599-612.
See Also
Examples
1
FitAR documentation built on May 2, 2019, 3:22 a.m.
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Description Usage Arguments Value Author(s) References See Also Examples
Description
The matrix defined in eqn. (10) of McLeod and Zhang (2006).
Used by the function Jacobian.
Usage
1 | JacobianK(zeta, k)
|
Arguments
zeta |
partial autocorrelations |
k |
k-th Jacobian |
Value
Matrix
Author(s)
A.I. McLeod
References
McLeod, A.I. and Zhang, Y. (2006). Partial autocorrelation parameterization for subset autoregression. Journal of Time Series Analysis, 27, 599-612.
See Also
Examples
1 |
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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