rmixar: Random data generation from the mixture of Gaussian linear...
In hhsmm: Hidden Hybrid Markov/Semi-Markov Model Fitting
rmixar R Documentation
Random data generation from the mixture of Gaussian linear (Markov-switching) autoregressive models for hhsmm model
Description
Generates vectors of observations
from mixture of Gaussian linear (Markov-switching) autoregressive
model in a specified state and using the
parameters of a specified model
Usage
rmixar(j, model, x)
Arguments
j
a specified state
model
a hhsmmspec model
x
the previous x vector as the covariate of the autoregressive model
Value
a random matrix of observations from mixture of Gaussian linear
(Markov-switching) autoregressive model
Author(s)
Morteza Amini, morteza.amini@ut.ac.ir
hhsmm documentation built on Sept. 11, 2024, 7:34 p.m.
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| rmixar | R Documentation |
Random data generation from the mixture of Gaussian linear (Markov-switching) autoregressive models for hhsmm model
Description
Generates vectors of observations from mixture of Gaussian linear (Markov-switching) autoregressive model in a specified state and using the parameters of a specified model
Usage
rmixar(j, model, x)
Arguments
j |
a specified state |
model |
a |
x |
the previous x vector as the covariate of the autoregressive model |
Value
a random matrix of observations from mixture of Gaussian linear (Markov-switching) autoregressive model
Author(s)
Morteza Amini, morteza.amini@ut.ac.ir
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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