Nothing
sraAutoregHeritTimeseries <-
function (beta, delta = rep(0, length(beta)), mu0 = 0, logith20 = 0,
logvarP0 = 0, relativekA0 = 0, kA1 = 1, kA2 = 0, kA3 = 0,
relativekE0 = 0, kE1 = 1, kE2 = 0, kE3 = 0, threshold = 1e-10,
logrelativekA0 = NULL, logrelativekE0 = NULL, logkA1 = NULL,
logkE1 = NULL, logkA2 = NULL, logkE2 = NULL, logkA3 = NULL,
logkE3 = NULL)
{
ans <- list()
mu <- mu0
h2 <- exp(logith20)/(1 + exp(logith20))
varP <- exp(logvarP0)
if (!is.null(logrelativekA0)) {
relativekA0 <- exp(logrelativekA0)
}
if (!is.null(logrelativekE0)) {
relativekE0 <- exp(logrelativekE0)
}
if (!is.null(logkA1)) {
kA1 <- exp(logkA1)
}
if (!is.null(logkE1)) {
kE1 <- exp(logkE1)
}
if (!is.null(logkA2)) {
kA2 <- exp(logkA2)
}
if (!is.null(logkE2)) {
kE2 <- exp(logkE2)
}
if (!is.null(logkA3)) {
kA3 <- exp(logkA3)
}
if (!is.null(logkE3)) {
kE3 <- exp(logkE3)
}
varA <- h2 * varP
varE <- varP - varA
h2 <- varA/(varA + varE)
kA0 <- relativekA0 * h2
kE0 <- relativekE0 * varP
for (t in 1:(length(beta))) {
mu <- c(mu, mu[t] + beta[t] * varA[t])
h2.tp1 <- kA0 + kA1 * h2[t]
varP.tp1 <- kE0 + kE1 * varP[t]
threshold <- 1e-10
if (is.nan(h2.tp1) || is.infinite(h2.tp1)) {
h2.tp1 <- threshold
}
if (h2.tp1 < threshold) {
h2.tp1 <- threshold
}
if (h2.tp1 > 1 - threshold) {
h2.tp1 <- 1 - threshold
}
if (is.nan(varP.tp1) || is.infinite(varP.tp1)) {
varP.tp1 <- 0
}
if (varP.tp1 < threshold) {
varP.tp1 <- 0
}
if (t > 1) {
h2.tp1 <- h2.tp1 + kA2 * h2[t - 1]
varP.tp1 <- varP.tp1 + kE2 * varP[t - 1]
}
else {
h2.tp1 <- h2.tp1 + kA2 * h2[1]
varP.tp1 <- varP.tp1 + kE2 * varP[1]
}
if (t > 2) {
h2.tp1 <- h2.tp1 + kA3 * h2[t - 2]
varP.tp1 <- varP.tp1 + kE3 * varP[t - 2]
}
else {
h2.tp1 <- h2.tp1 + kA3 * h2[1]
varP.tp1 <- varP.tp1 + kE3 * varP[1]
}
h2 <- c(h2, h2.tp1)
varP <- c(varP, varP.tp1)
varA <- c(varA, h2.tp1 * varP.tp1)
varE <- c(varE, varP.tp1 - varA[t + 1])
}
ans$mean <- mu
ans$varA <- varA
ans$varE <- varE
ans$varP <- ans$varA + ans$varE
return(ans)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.