View source: R/lrt_stationarity_gau.R
| run_stationarity_tests_gau | R Documentation |
Runs a standard set of stationarity constraints for Gaussian AD models.
run_stationarity_tests_gau(
y,
order = 1L,
blocks = NULL,
verbose = FALSE,
max_iter = 2000L,
rel_tol = 1e-08,
...
)
y |
Numeric matrix with n_subjects rows and n_time columns. |
order |
Antedependence order (0, 1, or 2). |
blocks |
Optional vector of block memberships (length n_subjects). |
verbose |
Logical; if TRUE, prints progress. |
max_iter |
Maximum number of optimization iterations for constrained fits. |
rel_tol |
Relative tolerance for constrained optimization. |
... |
Additional arguments passed to |
A list with class "stationarity_tests_gau" containing:
Unconstrained Gaussian AD fit
Named list of test_stationarity_gau results
Summary table of all constraints
test_stationarity_gau
set.seed(1)
y <- simulate_gau(n_subjects = 80, n_time = 6, order = 1, phi = 0.4, sigma = 1)
out <- run_stationarity_tests_gau(y, order = 1, verbose = FALSE)
out$summary
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