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

changeRegimeChange the specified regime of parameter vector to the given...
checkAndCorrectDataCheck the data is set correctly and correct if not
checkConstraintMatCheck constraint matrices R
checkLogicalsCheck that the logical arguments StMAR and GStMAR don't...
checkPMCheck p and M are correctly set
extractRegimeExtract regime from a parameter vector
fitGMAREstimate Gaussian or Student's t Mixture Autoregressive model
forecastGMARForecast GMAR, StMAR or G-StMAR process
GAfitGenetic algorithm for preliminary estimation of GMAR, StMAR...
getOmegaGenerate covariance matrix omega for quantile residual tests
isStationaryCheck the stationary condition of specified GMAR, StMAR or...
isStationary_intCheck the stationary and identification conditions of...
loglikelihoodCompute the log-likelihood of Gaussian or/and Student's t...
loglikelihood_intCompute the log-likelihood of Gaussian or/and Student's t...
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
plotGMARQuantile residual based diagnostic plots for GMAR, StMAR and...
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...
reformConstrainedParsReform parameter vector with linear constraints to correspond...
reformParametersReform any parameter vector into standard form.
simulateGMARSimulate 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...
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uGMAR documentation built on April 14, 2018, 5:03 p.m.