pred.block.var: Prediction function for VAR (block)
In LinearDetect: Change Point Detection in High-Dimensional Linear Regression Models
Description
Usage
Arguments
Value
View source: R/LinearDetect-package.R
Description
Prediction function for VAR (block)
Usage
1
pred.block.var(Y, phi, q, TT, p, h)
Arguments
Y
data for prediction
phi
parameter matrix
q
the AR order
TT
the start time point for prediction
p
the number of time series components
h
the length of observation to predict
Value
prediction matrix
LinearDetect documentation built on March 22, 2021, 9:06 a.m.
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Description Usage Arguments Value
View source: R/LinearDetect-package.R
Description
Prediction function for VAR (block)
Usage
1 | pred.block.var(Y, phi, q, TT, p, h)
|
Arguments
Y |
data for prediction |
phi |
parameter matrix |
q |
the AR order |
TT |
the start time point for prediction |
p |
the number of time series components |
h |
the length of observation to predict |
Value
prediction matrix
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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