mixFilter: Filter time series with MixAR filters

In mixAR: Mixture Autoregressive Models

Filter time series with MixAR filters

Description

Filter time series with MixAR filters, a generic function with no default method (currently).

Usage

mixFilter(x, coef, index, shift = 0, residual = FALSE, scale = 1)

Arguments

x	time series
coef	the filter coefficients
index	indices for which to calculate the filtered values.
shift	optional shifts (intercept) terms.
residual	If FALSE (default) calculate “predictions”, if TRUE calculate “residuals”.
scale	optional scale factor(s), makes sense only when residual=TRUE, corresponds to scale in the specification of a MixAR model.

Value

a MixComp object

Methods

signature(x = "ANY", coef = "ANY", index = "ANY")

This method simply prints an error message and stops.

signature(x = "numeric", coef = "raggedCoef", index = "numeric")

Author(s)

Georgi N. Boshnakov

See Also

raghat1 mix_ek mix_hatk

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