ar: ngme AR(p) model specification

In ngme2: Linear Latent Non-Gaussian Models with Flexible Distributions

ngme AR(p) model specification

Description

ngme AR(p) model specification

Usage

ar(mesh = NULL, rho = NULL, order = NULL)

Arguments

mesh	integer vector or inla.mesh.1d object, index to build the mesh
rho	vector of AR coefficients of length p (should satisfy stationarity conditions)
order	integer, the AR order p. If provided and rho is not specified, rho will be initialized as rep(0, p)

Value

ngme_operator object

Examples

# AR(2) model with specified coefficients
ar(c(1:10), rho = c(0.5, -0.3))
# AR(3) model with specified coefficients
ar(c(1:10), rho = c(0.4, 0.2, -0.1))
# AR(2) model with default coefficients (zeros)
ar(c(1:10), order = 2)
# AR(3) model with specified order and coefficients
ar(c(1:10), order = 3, rho = c(0.4, 0.2, -0.1))

ngme2 documentation built on May 20, 2026, 9:10 a.m.