sigex.psi2par: Transform psi to param
In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction
View source: R/sigex.psi2par.r
sigex.psi2par R Documentation
Transform psi to param
Description
Transform psi to param
Usage
sigex.psi2par(psi, mdl, data.ts)
Arguments
psi
A vector of all the real hyper-parameters
mdl
The specified sigex model, a list object
data.ts
A T x N matrix ts object (with no missing values)
corresponding to N time series of length T
Value
param: model parameters entered into
a list object with an intuitive structure.
jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.
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View source: R/sigex.psi2par.r
| sigex.psi2par | R Documentation |
Transform psi to param
Description
Transform psi to param
Usage
sigex.psi2par(psi, mdl, data.ts)
Arguments
psi |
A vector of all the real hyper-parameters |
mdl |
The specified sigex model, a list object |
data.ts |
A T x N matrix ts object (with no missing values) corresponding to N time series of length T |
Value
param: model parameters entered into a list object with an intuitive structure.
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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