sigex.momfit: Computes initial parameter estimates by method of moments
In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction
sigex.momfit R Documentation
Computes initial parameter estimates by method of moments
Description
Computes initial parameter estimates by method of moments
Usage
sigex.momfit(data.ts, param, mdl)
Arguments
data.ts
A T x N matrix ts object; any missing values
must be encoded with 1i in that entry
param
model parameters entered into
a list object with an intuitive structure.
This is an initial specification to
start the nonlinear optimization routines
mdl
The specified sigex model, a list object
Value
par.new: type param, with the estimated covariance parameters filled in
jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.
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| sigex.momfit | R Documentation |
Computes initial parameter estimates by method of moments
Description
Computes initial parameter estimates by method of moments
Usage
sigex.momfit(data.ts, param, mdl)
Arguments
data.ts |
A T x N matrix ts object; any missing values must be encoded with 1i in that entry |
param |
model parameters entered into a list object with an intuitive structure. This is an initial specification to start the nonlinear optimization routines |
mdl |
The specified sigex model, a list object |
Value
par.new: type param, with the estimated covariance parameters filled in
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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