err | R Documentation |
Returns a matrix which columns correspond to the error terms. Each column's row will assume value 0 if the observation was not "assigned" to that component.
err(AR, mu, y, z, pk)
AR |
a |
mu |
Component means. |
y |
a time series (currently a numeric vector). |
z |
a |
pk |
autoregressive orders. |
e |
a matrix which columns correspond to component specific "residuals", which are equal to 0 for observations not assigned to such component. |
This function is built for use within sampling functions.
Davide Ravagli
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