mix_hatk: Compute component predictions for MixAR models
In GeoBosh/mixAR: Mixture Autoregressive Models
mix_hatk R Documentation
Compute component predictions for MixAR models
Description
Function and methods to compute component predictions for MixAR models
Usage
mix_hatk(model, x, index, xcond)
Arguments
model
a model.
x
time series.
index
a vector of positive integers specifying the indices for which to
compute the residuals, 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.
Methods
signature(model = "MixAR", x = "numeric", index = "numeric",
xcond = "missing")-
Author(s)
Georgi N. Boshnakov
See Also
class "MixAR"
GeoBosh/mixAR documentation built on May 9, 2022, 7:36 a.m.
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| mix_hatk | R Documentation |
Compute component predictions for MixAR models
Description
Function and methods to compute component predictions for MixAR models
Usage
mix_hatk(model, x, index, xcond)
Arguments
model |
a model. |
x |
time series. |
index |
a vector of positive integers specifying the indices for which to compute the residuals, 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. |
Methods
signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing")
Author(s)
Georgi N. Boshnakov
See Also
class "MixAR"
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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