Man pages for jlivsey/EMsignal

block2arrayConvert block matrix to array
demeanDemean vector time series
EMcriticalCalculate updated Sigma values at EM critical point
EMiteratesingle iteration of EM algorithm
EMsigexPerform multivariate signal extraction with *sigex* via the...
gen_seasCompGenerate multivariate seasonal component
gen_trendCompGenerate multivariate trend component
param2corconvert param list to correlation matrix list
param2sigconvert param list to Sigma matrix list
sig2paramConvert list of Sigma matricies to sigex param list
sigexRunRuns sigex for EM algorithm
trCalculate trace of a square matrix
jlivsey/EMsignal documentation built on May 7, 2019, 9:37 a.m.