Description Usage Arguments Details Value Note Author(s) See Also Examples
Returns fitted time series for each set of simulated parameter values used in the calculation of the log-likelihood.
1 |
bug |
A BUGS model created in the tsbugs package. |
sims |
A |
ysim |
A |
pre.beg |
Logical value to include or exclude |
Returns mean series for each set of simulated parameter values. When y, the observed time series contains missing values, users need to supply a data frame of simulated y values for ysim
. This will allow the calculation of mean values for $y$ in the presence of missing data.
A data.frame
where rows are simulations and columns are time.
The suggestion of the use of ysim
to account for missing values was taken from discussion on Cross Validated:
http://stats.stackexchange.com/questions/47877/calculating-the-likelihood-of-time-series-data-when-there-are-missing-data
Guy J. Abel
1 2 3 4 5 6 | ## Not run:
# demo example with constant variance models for differenced growth rate
# of England and Wales population as used in Abel et. al. (2013)
demo("cv_bma", "tsbridge")
## End(Not run)
|
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