gen_trendComp: Generate multivariate trend component
In jlivsey/EMsignal:
View source: R/gen_trendComp.R
gen_trendComp R Documentation
Generate multivariate trend component
Description
generates a component that is first difference stationary
Usage
gen_trendComp(n, Phi, Sig, burn = 1000)
Arguments
n
length of series
Phi
autoregressive parameter
Sig
covariance martrix white noise component
burn
burn in (defaults to 1000)
Value
Ndim x n matrix of observations
jlivsey/EMsignal documentation built on March 17, 2024, 5:12 p.m.
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View source: R/gen_trendComp.R
| gen_trendComp | R Documentation |
Generate multivariate trend component
Description
generates a component that is first difference stationary
Usage
gen_trendComp(n, Phi, Sig, burn = 1000)
Arguments
n |
length of series |
Phi |
autoregressive parameter |
Sig |
covariance martrix white noise component |
burn |
burn in (defaults to 1000) |
Value
Ndim x n matrix of observations
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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