getARpXmat: Compute the design matrix X for AR(p) model
In dsp: Dynamic Shrinkage Process and Change Point Detection
View source: R/helper_functions.R
getARpXmat R Documentation
Compute the design matrix X for AR(p) model
Description
Compute the design matrix X for AR(p) model
Usage
getARpXmat(y, p = 1, include_intercept = FALSE)
Arguments
y
(T x 1) vector of responses
p
order of AR(p) model
include_intercept
logical; if TRUE, first column of X is ones
dsp documentation built on Aug. 21, 2025, 5:29 p.m.
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View source: R/helper_functions.R
| getARpXmat | R Documentation |
Compute the design matrix X for AR(p) model
Description
Compute the design matrix X for AR(p) model
Usage
getARpXmat(y, p = 1, include_intercept = FALSE)
Arguments
y |
(T x 1) vector of responses |
p |
order of AR(p) model |
include_intercept |
logical; if TRUE, first column of X is ones |
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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