err_k | R Documentation |
Calculates residuals under a certain component of the mixture.
err_k(AR, mu, y, z, p, pk)
AR |
a |
mu |
component means. |
y |
a time series (currently a numeric vector). |
z |
a vector of allocation to a specific component. |
p |
maximum autoregressive order |
pk |
autoregressive order of the component. |
e |
a vector containing component specific residuals. |
This is built as a utility function.
Davide Ravagli
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