est: Estimation of 2D STARCH(1)

In Sondre91/STGARCH: STGARCH

Description

Function for estimating parameters of a STARCH(1) process

Usage

est(X, n.iterations = 50, return_all = FALSE,
  W = neighbourmatrix(dim(X)[1], prod(dim(X)[1:2])), var_mat = FALSE,
  circular = TRUE, LSE = FALSE)

Arguments

X	Data array of form spatial1 x spatial2 x temporal
n.iterations	Integer, maximum number of iterations
return_all	Returns all
W	Neighbourhood matrix
var_mat	Logical, determines if the covariance matrix should be computed and returned
circular	Logical, determines if a circular model should be assumed
LSE	Logical, determines if the Least Squares Estimate should be returned

Value

Depending on the logical inputs. Returns a vector containing various elements.

Examples

x <- simulation_2d_arch(param = c(.3, .1),
                        dim = c(5, 5, 100))
estim <- est(X = x,
             n.iterations = 30,
             W = neighbourmatrix(5,25),
             circular = TRUE)

Sondre91/STGARCH documentation built on May 9, 2019, 1:52 p.m.