ll_inner: calculate residuals

Description Usage Arguments

Description

calculate residuals

Usage

1
ll_inner(data, pre_sample, T, d_vec, phi, THETA, q, approx)

Arguments

data

data matrix with T observations of q-dimensional process.

q

dimension of the process.

approx

order of the AR-approximation that is supposed to be used. Default is approx=100.


FunWithR/LongMemoryTS documentation built on May 12, 2019, 10:29 p.m.