IARgfit: Fitted Values of IAR-Gamma model

In iAR: Irregularly Observed Autoregressive Models

Fitted Values of IAR-Gamma model

Description

Fit an IAR-Gamma model to an irregularly observed time series.

Usage

IARgfit(phi, mu, y, st)

Arguments

phi	Estimated phi parameter by the iAR-Gamma model.
mu	Estimated mu parameter by the iAR-Gamma model.
y	Array with the time series observations.
st	Array with the irregular observational times.

Value

Fitted values of the iAR-Gamma model

References

\insertRef

Eyheramendy_2018iAR

See Also

gentime, IARgsample, IARgamma

Examples

n=300
set.seed(6714)
st<-gentime(n)
y<-IARgsample(phi=0.9,st=st,n=n,sigma2=1,mu=1)
model<-IARgamma(y$y, st=st)
phi=model$phi
muest=model$mu
sigmaest=model$sigma
fit=IARgfit(phi=phi,mu=muest,y=y$y,st=st)

iAR documentation built on Nov. 25, 2022, 1:06 a.m.