M: Definition of a Mean deterministic vector returned by the...

In simts: Time Series Analysis Tools

Definition of a Mean deterministic vector returned by the matrix by vector product of matrix X and vector \beta

Description

Definition of a Mean deterministic vector returned by the matrix by vector product of matrix X and vector \beta

Usage

M(X, beta)

Arguments

X	A Matrix with dimension n*p.
beta	A vector with dimension p*1

Value

An S3 object containing the specified ts.model with the following structure:

process.desc

Used in summary: "X","BETA"

theta

Matrix X, vector beta

plength

Number of parameters

print

String containing simplified model

desc

"M"

obj.desc

Depth of Parameters e.g. list(1,1)

starting

Find starting values? TRUE or FALSE (e.g. specified value)

Author(s)

Lionel Voirol, Davide Cucci

Examples

X = matrix(rnorm(15*5), nrow = 15, ncol = 5)
beta=seq(5)
M(X = X, beta = beta)

simts documentation built on Aug. 31, 2023, 5:07 p.m.