parameters: Set or extract the parameters of MixAR objects

In GeoBosh/mixAR: Mixture Autoregressive Models

Set or extract the parameters of MixAR objects

Description

Set or extract the parameters of MixAR objects.

Usage

parameters(model, namesflag = FALSE, drop = character(0))

parameters(model) <- value
## S4 replacement method for signature 'MixAR'
parameters(model) <- value
## S4 replacement method for signature 'ANY'
parameters(model) <- value

Arguments

model	a model.
namesflag	if TRUE, generate names.
drop	names of parameters not to include in the returned value, a character vector. The default is to return all parameters, see Details.
value	values of the parameters, numeric.

Details

This is a generic function. The dispatch is on argument model. The default calls coef.

parameters extracts the parameters of a MixAR object. It returns a numeric vector. If namesflag is TRUE the returned vector is named, so that the parameters can be referred to by names. Argument drop is a character vector giving names of parameters not to be included in the returned value.

This function can be useful for setting parameters from optimisation routines.

set_parameters is deprecated, use parameters(model) <- value instead.

Value

a vector of parameters, maybe with names.

Methods

signature(model = "ANY")

signature(model = "MixAR")

Examples

parameters(exampleModels$WL_ibm)
parameters(exampleModels$WL_ibm, namesflag = TRUE)
## drop orders
parameters(exampleModels$WL_ibm, namesflag = TRUE, drop = "order")
## drop orders and mixing weights
parameters(exampleModels$WL_ibm, namesflag = TRUE, drop = c("order", "prob"))

parameters(exampleModels$WL_I,  namesflag = TRUE)
parameters(exampleModels$WL_II, namesflag = TRUE)

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