API for uGMAR
Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models

Global functions
GAfit Man page Source code
GSMAR Man page Source code
LR_test Man page Source code
M10Y1Y Man page
T10Y1Y Man page
TBFF Man page
Wald_test Man page Source code
add_data Man page Source code
add_dfs Man page Source code
all_pos_ints Man page Source code
alt_gsmar Man page Source code
calc_gradient Man page Source code
calc_hessian Man page Source code
change_parametrization Man page Source code
change_regime Man page Source code
check_and_correct_data Man page Source code
check_constraint_mat Man page Source code
check_data Man page Source code
check_gsmar Man page Source code
check_model Man page Source code
check_pM Man page Source code
check_params_length Man page Source code
condMoments Man page Source code
cond_moment_plot Man page Source code
cond_moments Man page Source code
condmomentPlot Man page Source code
diagnosticPlot Man page Source code
diagnostic_plot Man page Source code
extract_regime Man page Source code
fitGSMAR Man page Source code
format_valuef Man page Source code
get_IC Man page Source code
get_alpha_mt Man page Source code
get_ar_roots Man page Source code
get_foc Man page Source code
get_gradient Man page Source code
get_hessian Man page Source code
get_minval Man page Source code
get_regime_autocovs Man page Source code
get_regime_means Man page Source code
get_regime_vars Man page Source code
get_soc Man page Source code
get_test_Omega Man page Source code
get_varying_h Man page Source code
isStationary Man page Source code
is_identifiable Man page Source code
is_stationary Man page Source code
is_stationary_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
mixing_weights Man page Source code
mixing_weights_int Man page Source code
n_params Man page Source code
parameter_checks 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
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
profile_logliks Man page Source code
quantileResidualPlot Man page Source code
quantileResidualTests Man page Source code
quantileResiduals Man page Source code
quantile_residual_plot Man page Source code
quantile_residual_tests Man page Source code
quantile_residuals Man page Source code
quantile_residuals_int Man page Source code
randomIndividual Man page Source code
random_arcoefs Man page Source code
random_ind Man page Source code
random_ind_int Man page Source code
random_regime Man page Source code
reform_constrained_pars Man page Source code
reform_parameters Man page Source code
reform_restricted_pars Man page Source code
regime_distance Man page Source code
remove_all_constraints Man page Source code
residuals.gsmar Man page Source code
simudata Man page
simulate.gsmar Man page Source code
simulateGSMAR Man page Source code
smartIndividual Man page Source code
smart_ind Man page Source code
smart_ind_int Man page Source code
sort_components Man page Source code
standard_errors Man page Source code
stmar_to_gstmar Man page Source code
stmarpars_to_gstmar Man page Source code
summary.gsmar Man page Source code
swap_parametrization Man page Source code
uGMAR Man page
uncond_moments Man page Source code
uncond_moments_int Man page Source code
warn_ar_roots Man page Source code
warn_dfs Man page Source code
uGMAR documentation built on Jan. 19, 2022, 1:08 a.m.