err_k: Utility function for MixAR

In GeoBosh/mixAR: Mixture Autoregressive Models

Utility function for MixAR

Description

Calculates residuals under a certain component of the mixture.

Usage

err_k(AR, mu, y, z, p, pk)

Arguments

AR	a list with autoregressive parameters.
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.

Value

e	a vector containing component specific residuals.

Note

This is built as a utility function.

Author(s)

Davide Ravagli

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