PSIwgt: Psi-weight calculation for a VARMA model. NOTE: This is an...
In beyondWhittle: Bayesian Spectral Inference for Time Series
PSIwgt R Documentation
Psi-weight calculation for a VARMA model.
NOTE: This is an exact copy of the MTS::PSIwgt function
(only with the plot functionality removed, as not needed).
This has to be done because the MTS package has been removed
from CRAN in April 2022.
Description
Psi-weight calculation for a VARMA model.
NOTE: This is an exact copy of the MTS::PSIwgt function
(only with the plot functionality removed, as not needed).
This has to be done because the MTS package has been removed
from CRAN in April 2022.
Usage
PSIwgt(Phi = NULL, Theta = NULL, lag = 12, plot = TRUE, output = FALSE)
beyondWhittle documentation built on May 31, 2023, 6:51 p.m.
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| PSIwgt | R Documentation |
Psi-weight calculation for a VARMA model. NOTE: This is an exact copy of the MTS::PSIwgt function (only with the plot functionality removed, as not needed). This has to be done because the MTS package has been removed from CRAN in April 2022.
Description
Psi-weight calculation for a VARMA model. NOTE: This is an exact copy of the MTS::PSIwgt function (only with the plot functionality removed, as not needed). This has to be done because the MTS package has been removed from CRAN in April 2022.
Usage
PSIwgt(Phi = NULL, Theta = NULL, lag = 12, plot = TRUE, output = FALSE)
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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