bx_dx | R Documentation |
Computes probabilities for deciding whether the AR order should be increased or decreased by 1 at each iteration in Bayesian analysis of mixture autoregressive models.
bx_dx(method = c("Ratio", "Poisson", "NULL"), par, pk)
method |
the method used for updating probabilities. If |
par |
tuning parameter for calculating updating probabilities. |
pk |
autoregressive order of the selected component. |
A list of 2
elements:
bx |
The probability of increasing the autoregressive order by 1. |
dx |
The probability of decreasing the autoregressive order by 1,
calculated as |
This function is for use within Choose_pk
.
Davide Ravagli
ravagli2020bayesianmixAR
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