quantile_residualsPlot plots quantile residual time series and histogram.
a class 'gsmar' object, typically generated by
Only plots to a graphical device and doesn't return anything.
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Meitz M., Preve D., Saikkonen P. 2021. A mixture autoregressive model based on Student's t-distribution. Communications in Statistics - Theory and Methods, doi: 10.1080/03610926.2021.1916531
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## The below examples the approximately 15 seconds to run. # G-StMAR model with one GMAR type and one StMAR type regime fit42gs <- fitGSMAR(M10Y1Y, p=4, M=c(1, 1), model="G-StMAR", ncalls=1, seeds=4) quantile_residual_plot(fit42gs) # GMAR model fit12 <- fitGSMAR(data=simudata, p=1, M=2, model="GMAR", ncalls=1, seeds=1) quantile_residual_plot(fit12)
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