phiFromBeta_normalInverseWishart: Convert vector parametrization (beta) to...
In beyondWhittle: Bayesian Spectral Inference for Time Series
phiFromBeta_normalInverseWishart R Documentation
Convert vector parametrization (beta) to matrix-parametrization (phi),
the latter as e.g. used in MTS::VAR()$ar
Description
Convert vector parametrization (beta) to matrix-parametrization (phi),
the latter as e.g. used in MTS::VAR()$ar
Usage
phiFromBeta_normalInverseWishart(beta, K, p)
Arguments
beta
coefficient vector, of dimension K*d*d
K
positive integer, vector dimensionality
p
nonnegarive integer, VAR order
Value
K times K*p coefficient matrix
beyondWhittle documentation built on June 22, 2024, 11:35 a.m.
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| phiFromBeta_normalInverseWishart | R Documentation |
Convert vector parametrization (beta) to matrix-parametrization (phi), the latter as e.g. used in MTS::VAR()$ar
Description
Convert vector parametrization (beta) to matrix-parametrization (phi), the latter as e.g. used in MTS::VAR()$ar
Usage
phiFromBeta_normalInverseWishart(beta, K, p)
Arguments
beta |
coefficient vector, of dimension K*d*d |
K |
positive integer, vector dimensionality |
p |
nonnegarive integer, VAR order |
Value
K times K*p coefficient 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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