sarma_expand: Expand Parameters for an SARMA object
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
sarma_expand R Documentation
Expand Parameters for an SARMA object
Description
Creates an expanded PHI and THETA vector for use in other objects.
Usage
sarma_expand(params, objdesc)
Arguments
params
A vec containing the theta values of the parameters.
objdesc
A vec containing the model term information.
Details
The objdesc is assumed to have the structure of:
AR(p)
MA(q)
SAR(P)
SMA(Q)
Seasons
Value
A field<vec> of size two as follows:
AR values
THETA values
Examples
# p, q, P, Q, 1, s, i, si
m = sarma_expand(c(0.5,.2,0,.1,.92,.83,.42,.33,.12), c(2,2,2,3,1,12,0,0))
SMAC-Group/gmwm documentation built on June 10, 2025, 6:10 a.m.
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| sarma_expand | R Documentation |
Expand Parameters for an SARMA object
Description
Creates an expanded PHI and THETA vector for use in other objects.
Usage
sarma_expand(params, objdesc)
Arguments
params |
A |
objdesc |
A |
Details
The objdesc is assumed to have the structure of:
AR(p)
MA(q)
SAR(P)
SMA(Q)
Seasons
Value
A field<vec> of size two as follows:
AR values
THETA values
Examples
# p, q, P, Q, 1, s, i, si
m = sarma_expand(c(0.5,.2,0,.1,.92,.83,.42,.33,.12), c(2,2,2,3,1,12,0,0))
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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