sigex.bundle: Bundles into a list object several features

In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction

Bundles into a list object several features

Description

Background: param is the name for the model parameters entered into a list object with a more intuitive structure, whereas psi refers to a vector of real numbers containing all hyper-parameters (i.e., reals mapped bijectively to the parameter manifold)

Usage

sigex.bundle(data.ts, transform, mdl, psi)

Arguments

data.ts	A T x N matrix ts object, corresponding to N time series of length T
transform	A character indicating an instantaneous transformation to be applied; current options are "none", "log", and "logistic"
mdl	The specified sigex model, a list object
psi	A vector of all the real hyper-parameters

Value

analysis: a list object of the inputs

jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.