Rcpp_ARIMA: Hook into R's ARIMA function

Description Usage Arguments Value

Description

Uses R's ARIMA function to obtain CSS values for starting condition

Usage

1
Rcpp_ARIMA(data, params)

Arguments

data

A vec of data.

params

A vec of the ARMA parameters

Value

A vec containing the CSS of the ARMA parameters.


gmwm documentation built on April 14, 2017, 4:38 p.m.