arma11: Convenience wrapper for ARMA(1,1)

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

Convenience wrapper for ARMA(1,1)

Description

Convenience wrapper for ARMA(1,1)

Usage

arma11(mesh = NULL, ar = 0, ma = 0, fix_ar = FALSE, fix_ma = FALSE)

Arguments

mesh	Integer vector or 'inla.mesh.1d' object.
ar	Numeric length-p vector of AR coefficients in (-1, 1). Defaults to zeros.
ma	Numeric length-q vector of MA coefficients in (-1, 1). Defaults to zeros.
fix_ar	Logical or length-p logical vector to fix AR coefficients.
fix_ma	Logical or length-q logical vector to fix MA coefficients.

Value

An ngme_operator object describing an ARMA(1,1) latent operator. The object contains the AR precision component K, the MA filter component Z, integration weights h, and the unconstrained AR and MA parameters used by the optimizer. If mesh is NULL, returns an ngme_operator_def specification for delayed construction inside f().

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