ARMAtoMA_cpp: Converting an ARMA Process to an Infinite MA Process

Description Usage Arguments Details Value Author(s)

View source: R/RcppExports.R

Description

Takes an ARMA function and converts it to an infinite MA process.

Usage

1
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 Jan. 17, 2020, 1:07 a.m.