mix_ek: Function and methods to compute component residuals for MixAR...

In GeoBosh/mixAR: Mixture Autoregressive Models

Function and methods to compute component residuals for MixAR models

Description

Compute component residuals for MixAR models.

Usage

mix_ek(model, x, index, xcond, scale)

Arguments

model	a model.
x	time series.
index	a vector of positive integer specifying the indices for which to compute the residuls, has a natural default.
xcond	the past values needed for the conditional distribution, a numeric vector of length at least the maximal AR order of the components.
scale	logical or missing, if TRUE standardise the residuals.

Details

mix_ek computes component residuals from MixAR models.

It is highly desirable to use it along with mix_hatk and the underlying function mixFilter. Doing this ensures transparent code and easy maintenance. Also, more efficient implementation can be introduced without changing other code.

Methods

signature(model = "MixAR", x = "numeric", index = "missing", xcond = "numeric", scale = "logical")

signature(model = "MixAR", x = "numeric", index = "missing", xcond = "numeric", scale = "missing")

signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing", scale = "logical")

signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing", scale = "missing")

Author(s)

Georgi N. Boshnakov

See Also

mixFilter which is used by mix_ek to do the job, MixComp-class for easy manipulation of the returned object.

class "MixAR"

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