MixVAR-class | R Documentation |
"MixVAR"
— mixture vector autoregressive models Mixture vector autoregressive models
A virtual Class: No objects may be created from it.
Derived classes add distribution properties, e.g. use class
"MixVARGaussian"
for MixVAR models with Gaussian
error components.
prob
:the mixing probabilities,
an object of class "numeric"
order
:Object of class "numeric"
~~
shift
:Object of class "matrix"
~~
vcov
:Object of class "array"
~~
arcoef
:Object of class "raggedCoefV"
~~
signature(x = "ANY", model = "MixAR")
: ...
Davide Ravagli
class "MixVARGaussian"
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