sarma_expand: Expand Parameters for an SARMA object

View source: R/RcppExports.R

sarma_expandR Documentation

Expand Parameters for an SARMA object

Description

Creates an expanded PHI and THETA vector for use in other objects.

Usage

sarma_expand(params, objdesc)

Arguments

params

A vec containing the theta values of the parameters.

objdesc

A vec containing the model term information.

Details

The objdesc is assumed to have the structure of:

  • AR(p)

  • MA(q)

  • SAR(P)

  • SMA(Q)

  • Seasons

Value

A field<vec> of size two as follows:

  • AR values

  • THETA values


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