MixAR-class | R Documentation |
"MixAR"
— mixture autoregressive models Mixture autoregressive models
A virtual Class: no objects can be created from it.
Derived classes add distribution properties, e.g. use class
"MixARGaussian"
for MixAR models with Gaussian
error components.
prob
:the mixing probabilities, "numeric"
.
order
:the AR orders, "numeric"
.
shift
:intercept terms, "numeric"
.
scale
:scaling factor, "numeric"
.
arcoef
:autoregressive coefficients, an object from class
"raggedCoef"
containing one row for each mixture component.
signature(x = "ANY", model = "MixAR", init = "list")
: ...
signature(x = "ANY", model = "MixAR", init = "missing")
: ...
signature(x = "ANY", model = "MixAR", init = "MixAR")
: ...
signature(x = "ANY", model = "MixAR", init = "numeric")
: ...
signature(x = "ANY", model = "MixARGaussian", init = "MixAR")
: ...
signature(model = "MixAR")
: ...
signature(.Object = "MixAR")
: ...
signature(model = "MixAR")
: ...
signature(model = "MixAR", ts = "numeric")
: ...
signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing", scale = "missing")
: ...
signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing", scale = "logical")
: ...
signature(model = "MixAR", x = "numeric", index = "missing", xcond = "numeric", scale = "missing")
: ...
signature(model = "MixAR", x = "numeric", index = "missing", xcond = "numeric", scale = "logical")
: ...
signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing")
: ...
signature(x = "MixAR")
: ...
signature(template = "MixAR")
: ...
signature(model = "MixAR")
: ...
signature(model = "MixAR")
: ...
signature(model = "MixAR")
: ...
signature(model = "MixAR")
: ...
signature(x = "MixAR")
: ...
Georgi N. Boshnakov
mixAR
,
classes "MixARGaussian"
,
"MixARgen"
## some models from subclasses of (virtual) class "MixAR"
names(exampleModels)
exampleModels$WL_A
exampleModels$WL_At
## modify an existing model, here change the mixture weights
mixAR(exampleModels$WL_A, coef = list((prob = c(0.4, 0.6))))
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