mix_ek | R Documentation |
Compute component residuals for MixAR models.
mix_ek(model, x, index, xcond, scale)
model |
a model. |
x |
time series. |
index |
a vector of positive integer specifying the indices for which to compute the residuls, has a natural default. |
xcond |
the past values needed for the conditional distribution, a numeric vector of length at least the maximal AR order of the components. |
scale |
logical or missing, if |
mix_ek
computes component residuals from MixAR models.
It is highly desirable to use it along with mix_hatk
and
the underlying function mixFilter
. Doing this ensures
transparent code and easy maintenance. Also, more efficient
implementation can be introduced without changing other code.
signature(model = "MixAR", x = "numeric", index = "missing",
xcond = "numeric", scale = "logical")
signature(model = "MixAR", x = "numeric", index = "missing",
xcond = "numeric", scale = "missing")
signature(model = "MixAR", x = "numeric", index = "numeric",
xcond = "missing", scale = "logical")
signature(model = "MixAR", x = "numeric", index = "numeric",
xcond = "missing", scale = "missing")
Georgi N. Boshnakov
mixFilter
which is used by mix_ek
to do the job,
MixComp-class
for easy manipulation of the returned
object.
class "MixAR"
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