EMsigex: Perform multivariate signal extraction with *sigex* via the...

View source: R/EMsigex.R

EMsigexR Documentation

Perform multivariate signal extraction with *sigex* via the EM algoritm

Description

Perform multivariate signal extraction with *sigex* via the EM algoritm

Usage

EMsigex(data, mdl, transform = "none")

Arguments

data

multivariate time series as a matrix (sampleSize x dim)

mdl

sigex model object

transform

transform for data. Default "none"

Value

list of parameter estimates


jlivsey/EMsignal documentation built on March 17, 2024, 5:12 p.m.