expectation_sqrt: Estimate the mean for a STAR process

View source: R/RcppExports.R

expectation_sqrtR Documentation

Estimate the mean for a STAR process

Description

Estimate the conditional expectation for a STAR process under the square root link function.

Usage

expectation_sqrt(a, Jmax, Mu, sigma_t, Offset)

Arguments

a

Jmaxmax-dimensonal vector of STAR integers a_j

Jmax

T x m matrix of maximum integer values to consider

Mu

T x m matrix of latent means

sigma_t

T-dimensional vector of time-dependent latent error sd's

Offset

T x m matrix of offsets

Value

Zhat T x m matrix of conditional expectations

Note

This function uses Rcpp for computational efficiency.


drkowal/rSTAR documentation built on July 5, 2023, 2:18 p.m.