get_weighted_lags: Transform matrix of first-order lagged observations to matrix...

View source: R/get_geom_lags.R

get_weighted_lagsR Documentation

Transform matrix of first-order lagged observations to matrix of weighted sums of past observation

Description

This function modifies the design matrices from first-order lags to weighted lags with weighted structure. Used within weightedSumNE and weightedSumAR.

Usage

get_weighted_lags(lag1, lag_weights, sum_up = FALSE)

Arguments

lag1

a matrix of first lags as usually used in hhh4.

sum_up

sum_up = FALSE returns a more detailed output; for debugging only.

lag_weigths

a vector of weights; the length of this vector determines the number of lags.


jbracher/hhh4addon documentation built on Feb. 16, 2024, 1:45 a.m.