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

aa_uGMARuGMAR: Estimate Univariate Gaussian or Student's t Mixture...
add_dataAdd data to object of class 'gsmar' defining a GMAR, StMAR or...
add_dfsAdd random dfs to a vector
all_pos_intsCheck whether all arguments are positive scalar whole numbers
calc_gradientCalculate gradient or Hessian matrix
change_parametrizationChange parametrization of the parameter vector
changeRegimeChange the specified regime of parameter vector to the given...
checkAndCorrectDataCheck the data is set correctly and correct if not
checkConstraintMatCheck the constraint matrices
check_dataCheck that given object contains data
check_gsmarCheck that given object has class attribute 'gsmar'
check_modelCheck that the argument model is correctly specified.
check_params_lengthCheck that the parameter vector has the correct dimension
checkPMCheck p and M are correctly set
diagnosticPlotQuantile residual based diagnostic plots for GMAR, StMAR and...
extractRegimeExtract regime from a parameter vector
fitGMARfitGMAR is deprecated
fitGSMAREstimate Gaussian or Student's t Mixture Autoregressive model
forecastGMARforecastGMAR is deprecated
format_valuefFunction factory for value formatting
GAfitGenetic algorithm for preliminary estimation of GMAR, StMAR...
get_ar_rootsCalculate absolute values of the roots of the AR...
get_ICCalculate AIC, HQIC and BIC
getOmegaGenerate covariance matrix Omega for quantile residual tests
get_regime_meansCalculate and return regime means mu_{m}
GSMARCreate object of class 'gsmar' defining a GMAR, StMAR or...
isStationaryCheck the stationary condition of specified GMAR, StMAR or...
isStationary_intCheck the stationary and identification conditions of...
iterate_moreMaximum likelihood estimation of GMAR, StMAR or G-StMAR model...
loglikelihoodCompute the log-likelihood of GMAR, StMAR or G-StMAR model
loglikelihood_intCompute the log-likelihood of GMAR, StMAR or G-StMAR model
mixingWeightsCalculate mixing weights of GMAR, StMAR or G-StMAR model
mixingWeights_intCalculate mixing weights of GMAR, StMAR or G-StMAR model
nParamsCalculate the number of parameters
parameterChecksCheck the parameter vector is specified correctly
pick_alphasPick mixing weights parameters from parameter vector
pick_dfsPick degrees of freedom parameters from parameter vector
pick_parsPick phi_0/mu, AR-coefficients and variance parameters from...
pick_phi0Pick phi0 or mean parameters from parameter vector
plotGMARplotGMAR is deprecated
plot.gsmarpredplot method for class 'gsmarpred' objects
predict.gsmarForecast GMAR, StMAR or G-StMAR process
print.gsmarpredprint method for class 'gsmarpred' objects
print.gsmarsumPrint method from objects of class 'gsmarsum'
quantileResidualsCompute quantile residuals of GMAR, StMAR or G-StMAR model
quantileResiduals_intCompute quantile residuals of GMAR, StMAR or G-StMAR model
quantileResidualTestsQuantile residual tests for GMAR, StMAR or G-StMAR model
randomIndividualCreate somewhat random GMAR, StMAR or G-StMAR model...
randomIndividual_intCreate random GMAR, StMAR or G-StMAR model compatible...
random_regimeCreate random regime
reformConstrainedParsReform parameter vector with linear constraints to correspond...
reformParametersReform any parameter vector into standard form.
reformRestrictedParsReform parameter vector with restricted autoregressive...
regime_distanceCalculate "distance" between two regimes
removeAllConstraintsTransform constrainted and restricted parameter vector into...
simulateGMARsimulateGMAR is deprecated
simulateGSMARSimulate values from GMAR, StMAR or G-StMAR process
sortComponentsSort the mixture components of GMAR, StMAR or G-StMAR model
standardErrorsCalculate standard errors for estimates of GMAR, StMAR or...
swap_parametrizationSwap the parametrization of object of class 'gsmar' defining...
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uGMAR documentation built on Sept. 22, 2018, 5:03 p.m.