MixAR-class: Class '"MixAR"' - mixture autoregressive models
In GeoBosh/mixAR: Mixture Autoregressive Models

MixAR-class

R Documentation

Class `"MixAR"` — mixture autoregressive models

Description

Mixture autoregressive models

Objects from the Class

A virtual Class: no objects can be created from it.

Derived classes add distribution properties, e.g. use class "MixARGaussian" for MixAR models with Gaussian error components.

Slots

prob:: the mixing probabilities, "numeric".
order:: the AR orders, "numeric".
shift:: intercept terms, "numeric".
scale:: scaling factor, "numeric".
arcoef:: autoregressive coefficients, an object from class "raggedCoef" containing one row for each mixture component.

Methods

fit_mixAR: signature(x = "ANY", model = "MixAR", init = "list"): ...
fit_mixAR: signature(x = "ANY", model = "MixAR", init = "missing"): ...
fit_mixAR: signature(x = "ANY", model = "MixAR", init = "MixAR"): ...
fit_mixAR: signature(x = "ANY", model = "MixAR", init = "numeric"): ...
fit_mixAR: signature(x = "ANY", model = "MixARGaussian", init = "MixAR"): ...
get_edist: signature(model = "MixAR"): ...
initialize: signature(.Object = "MixAR"): ...
lik_params: signature(model = "MixAR"): ...
make_fcond_lik: signature(model = "MixAR", ts = "numeric"): ...
mix_ek: signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing", scale = "missing"): ...
mix_ek: signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing", scale = "logical"): ...
mix_ek: signature(model = "MixAR", x = "numeric", index = "missing", xcond = "numeric", scale = "missing"): ...
mix_ek: signature(model = "MixAR", x = "numeric", index = "missing", xcond = "numeric", scale = "logical"): ...
mix_hatk: signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing"): ...
mix_ncomp: signature(x = "MixAR"): ...
mixAR: signature(template = "MixAR"): ...
noise_dist: signature(model = "MixAR"): ...
noise_params: signature(model = "MixAR"): ...
noise_rand: signature(model = "MixAR"): ...
parameters: signature(model = "MixAR"): ...
row_lengths: signature(x = "MixAR"): ...

Author(s)

Georgi N. Boshnakov

Examples

## some models from subclasses of (virtual) class "MixAR"
names(exampleModels)
exampleModels$WL_A
exampleModels$WL_At

## modify an existing model, here change the mixture weights
mixAR(exampleModels$WL_A, coef = list((prob = c(0.4, 0.6))))

GeoBosh/mixAR documentation built on May 9, 2022, 7:36 a.m.