ARMAtoMA_cpp: Converting an ARMA Process to an Infinite MA Process
In wv: Wavelet Variance
ARMAtoMA_cpp R Documentation
Converting an ARMA Process to an Infinite MA Process
Description
Takes an ARMA function and converts it to an infinite MA process.
Usage
ARMAtoMA_cpp(ar, ma, lag_max)
Arguments
ar
A column vector of length p
ma
A column vector of length q
lag_max
A int of the largest MA(Inf) coefficient required.
Details
This function is a port of the base stats package's ARMAtoMA. There is no significant speed difference between the two.
Value
A column vector containing coefficients
Author(s)
James J Balamuta
wv documentation built on Aug. 31, 2023, 9:08 a.m.
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| ARMAtoMA_cpp | R Documentation |
Converting an ARMA Process to an Infinite MA Process
Description
Takes an ARMA function and converts it to an infinite MA process.
Usage
ARMAtoMA_cpp(ar, ma, lag_max)
Arguments
ar |
A |
ma |
A |
lag_max |
A |
Details
This function is a port of the base stats package's ARMAtoMA. There is no significant speed difference between the two.
Value
A column vector containing coefficients
Author(s)
James J Balamuta
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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