Description Usage Arguments Value
This performs the workhorse creation of an array with design matrices for use in the forecasting exercises. It creates an RcppArmadillo cube with each slice being a design matrix whose lagged values are updated with the Bayesian posterior predictive distribution's sampled values.
1 | Zarray(datindex, datarows, Zindex, Zmat)
|
datindex |
a linear index mapping the data columns to the model
structure. It is generally a product of |
datarows |
the data rows used for creating the design matrix, of size <lag length of VAR(p)> + 1. |
Zindex |
a linear index which maps the non-zero entries in the new design matrix. |
Zmat |
a fixed design matrix template. |
an array of design matrices.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.