Man pages for mixAR
Mixture Autoregressive Models
| adjustLengths | Adjust the length of the second argument to be the same as... |
| bayes_mixAR | Bayesian sampling of mixture autoregressive models |
| bx_dx | RJMCMC move for AR order selection of mixture autoregressive... |
| Choose_pk | Choose the autoregressive order of MixAR components |
| companion_matrix | Create a companion matrix from a vector |
| cond_loglik | Log-likelihood of MixAR models |
| em_est_dist | Optimise scale parameters in MixARgen models |
| em_est_sigma | Update the scale parameters of MixAR models |
| em_rinit | Gaussian EM-step with random initialisation |
| em_tau | Compute probabilities for the observations to belong to each... |
| err | Calculate component specific error terms under MixAR model |
| err_k | Utility function for MixAR |
| est_templ | Create estimation templates from MixAR model objects |
| fit_mixAR-methods | Fit mixture autoregressive models |
| fit_mixARreg-methods | Fit time series regression models with mixture autoregressive... |
| fit_mixVAR-methods | Fit mixture vector autoregressive models |
| fnoise | Generator functions for noise distributions |
| get_edist-methods | Methods for function 'get_edist' in package 'mixAR' |
| initialize-methods | Methods for function 'initialize' in package 'mixAR' |
| inner | Generalised inner product and methods for class '"MixComp"' |
| isStable | Check if a MixAR model is stable |
| label_switch | A posteriori relabelling of a Markov chain |
| lastn | Extract the last n elements of a vector |
| lik_params | Vector of parameters of a MixAR model |
| lik_params_bounds | Give natural limits for parameters of a MixAR model. |
| make_fcond_lik-methods | Create a function for computation of conditional likelihood |
| marg_loglik | Calculate marginal loglikelihood at high density points of a... |
| mixAR_BIC | BIC based model selection for MixAR models |
| MixAR-class | Class '"MixAR"' - mixture autoregressive models |
| mixAR_cond_probs | The E-step of the EM algorithm for MixAR models |
| mixAR_diag | Diagnostic checks for mixture autoregressive models |
| mixARemFixedPoint | EM estimation for mixture autoregressive models |
| mixARExperiment | Simulation experiments with MixAR models |
| MixARGaussian-class | mixAR models with Gaussian noise components |
| MixARgen-class | Class '"MixARgen"' |
| mixAR-internal | Internal mixAR Functions |
| mixAR-methods | Create MixAR objects |
| mixARnoise_sim | Simulate white noise series from a list of functions and... |
| mixAR_sim | Simulate from MixAR models |
| mixAR_switch | Relabel the components of a MixAR model |
| mix_central_moment-methods | Methods for mix_central_moment |
| MixComp-class | Class '"MixComp"' - manipulation of MixAR time series |
| mix_ek | Function and methods to compute component residuals for MixAR... |
| mixFilter | Filter time series with MixAR filters |
| mixgenMstep | M-step for models from class MixARgen |
| mix_hatk | Compute component predictions for MixAR models |
| mix_location-methods | Conditional mean of MixAR models |
| mix_moment | Conditional moments of MixAR models |
| mix_moment-methods | Methods for mix_moment |
| mixMstep | Internal functions for estimation of MixAR models with... |
| mix_ncomp-methods | Number of rows or columns of a MixComp object |
| mix_pdf-methods | Conditional pdf's and cdf's of MixAR models |
| mix_qf-methods | Conditional quantile functions of MixAR models |
| mixSARfit | Fit mixture autoregressive models with seasonal AR parameters |
| mix_se-methods | Compute standard errors of estimates of MixAR models |
| mixSubsolve | Support for EM estimation of MixAR models, internal function. |
| MixVAR-class | Class '"MixVAR"' - mixture vector autoregressive models |
| mixVARfit | Fit mixture vector autoregressive models |
| MixVARGaussian-class | MixVAR models with multivariate Gaussian noise components |
| mix_variance-methods | Methods for mix_variance |
| mixVAR_sim | Simulate from multivariate MixAR models |
| multiStep_dist-methods | Multi-step predictions for MixAR models |
| noise_dist | Internal mixAR functions |
| noise_dist-methods | Methods for function 'noise_dist' in package 'mixAR' |
| noise_moment-methods | Compute moments of the noise components |
| noise_params-methods | Methods for function 'noise_params' in package 'mixAR' |
| noise_rand-methods | Methods for function 'noise_rand' in package 'mixAR' |
| parameters | Set or extract the parameters of MixAR objects |
| percent_of | Infix operator to apply functions to matrix-like objects |
| permn_cols | All permutations of the columns of a matrix |
| PortfolioData1 | Closing prices of four stocks |
| predict_coef | Exact predictive parameters for multi-step MixAR prediction |
| ragged | Small utilities for ragged objects |
| ragged2char | Convert a ragged list into a matrix of characters |
| raggedCoef-class | Class '"raggedCoef"' - ragged list objects |
| raggedCoefS-class | Class '"raggedCoefS"' - ragged list |
| raggedCoefV-class | Class '"raggedCoefV"' - ragged list |
| raghat1 | Filter a time series with options to shift and scale |
| randomArCoefficients | Random initial values for MixAR estimation |
| row_length-methods | Methods for function 'row_lengths' in package 'mixAR' |
| sampZpi | Sampling functions for Bayesian analysis of mixture... |
| show_diff | Show differences between two models |
| simuExperiment | Perform simulation experiments |
| stdnormmoment | Compute moments and absolute moments of standardised-t and... |
| tau2probhat | Estimate probabilities of a MixAR model from tau. |
| test_unswitch | A test for 'unswitch' |
| tomarparambyComp | Translations of my old MixAR Mathematica functions |
| ui | Utility function for mixAR |
| unswitch | Dealing with label switching in MixAR experiments |
| xxcanonic_coef | Put core MixAR coefficients into a canonical form, internal... |
