FUNcov | R Documentation |
Computes mean and variance of the part of the posterior distribution that relies on starting values. It then computes the density of the first p observations of Y.
FUNcov(Xcubs, Xc, Y, mu, phi, beta, sigma, phiC, sigmaC)
Xcubs |
matrix containing lags of cubs. |
Xc |
matrix containing the contemporaneous cycle and lags thereof.. |
Y |
a |
mu |
constant parameter. |
phi |
cubs lag coeefficients. |
beta |
cycle coefficients. |
sigma |
innovation variance. |
phiC |
cycle process parameter vector. |
sigmaC |
cycle innovation variance |
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