API for uGMAR
Estimate Univariate Gaussian or Student's t Mixture Autoregressive Model

Global functions
GAfit Man page Source code
GSMAR Man page Source code
VIX Man page
aa_uGMAR Man page
aa_uGMAR-package Man page
add_data Man page Source code
add_dfs Man page Source code
all_pos_ints Man page Source code
calc_gradient Man page Source code
calc_hessian Man page Source code
changeRegime Man page Source code
change_parametrization Man page Source code
checkAndCorrectData Man page Source code
checkConstraintMat Man page Source code
checkPM Man page Source code
check_data Man page Source code
check_gsmar Man page Source code
check_model Man page Source code
check_params_length Man page Source code
diagnosticPlot Man page Source code
extractRegime Man page Source code
fitGMAR Man page Source code
fitGSMAR Man page Source code
forecastGMAR Man page Source code
format_valuef Man page Source code
getOmega Man page Source code
get_IC Man page Source code
get_ar_roots Man page Source code
get_gradient Man page Source code
get_hessian Man page Source code
get_regime_means Man page Source code
isIdentifiable Man page Source code
isStationary Man page Source code
isStationary_int Man page Source code
iterate_more Man page Source code
logLik.gsmar Man page Source code
loglikelihood Man page Source code
loglikelihood_int Man page Source code
mixingWeights Man page Source code
mixingWeights_int Man page Source code
nParams Man page Source code
parameterChecks Man page Source code
pick_alphas Man page Source code
pick_dfs Man page Source code
pick_pars Man page Source code
pick_phi0 Man page Source code
plot.gsmar Man page Source code
plot.gsmarpred Man page Source code
plot.qrtest Man page Source code
plotGMAR Man page Source code
predict.gsmar Man page Source code
print.gsmar Man page Source code
print.gsmarpred Man page Source code
print.gsmarsum Man page Source code
print.qrtest Man page Source code
quantileResidualTests Man page Source code
quantileResiduals Man page Source code
quantileResiduals_int Man page Source code
randomIndividual Man page Source code
randomIndividual_int Man page Source code
random_regime Man page Source code
reformConstrainedPars Man page Source code
reformParameters Man page Source code
reformRestrictedPars Man page Source code
regime_distance Man page Source code
removeAllConstraints Man page Source code
residuals.gsmar Man page Source code
simulateGMAR Man page Source code
simulateGSMAR Man page Source code
smartIndividual Man page Source code
smartIndividual_int Man page Source code
sortComponents Man page Source code
standardErrors Man page Source code
summary.gsmar Man page Source code
swap_parametrization Man page Source code
uGMAR documentation built on Sept. 22, 2018, 5:03 p.m.