get_edist-methods: Methods for function 'get_edist' in package 'mixAR'

In mixAR: Mixture Autoregressive Models

Methods for function get_edist in package mixAR

Description

Methods for function get_edist in package mixAR

Methods

get_edist gives the error (or noise) distribution of MixAR objects.

Currently the distribution is returned as a list of functions. The list contains one element for each component. If the error distributions of all components are the same, then the list may contain a single element representing the common error distribution.

Note that the distribution is not necessarily stored in slot dist in this format, see the description of this slot in class "MixARgen". Such a slot may even not exist if the distribution of the error components is fixed as is the case for class MixARGaussian.

Each subclass of MixAR needs to define a method for get_edist.

signature(model = "MixAR")

Issue an error message and stop.

This method is invoked for subclasses of MixAR that have not defined their own method for get_edist. This is an error.

signature(model = "MixARGaussian")

Return an object representing the fact that the error distributions of the components of MixARGaussian objects are standard normal.

signature(model = "MixARgen")

Return an object representing the error distributions of the components of MixARgen objects. The distributions are not necessarilly the same for such objects.

mixAR documentation built on May 3, 2022, 5:08 p.m.