sigex.mvar2uvar: Transform multivariate parameters to implied univariate form

In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction

Transform multivariate parameters to implied univariate form

Description

Transform multivariate parameters to implied univariate form

Usage

sigex.mvar2uvar(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

list with mdl.uni and univ.param mdl.uni: output univariate model univ.param: param for univariate model

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