var.par2pre: generates a stable dimension N VAR(p) process
In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction
var.par2pre R Documentation
generates a stable dimension N VAR(p) process
Description
generates a stable dimension N VAR(p) process
Usage
var.par2pre(param)
Arguments
param
N x N x var.order array,
where var.order is the VAR order p and N is the dimension of the process
Value
psi: vector of real numbers, of length p*N^2
jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.
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.
| var.par2pre | R Documentation |
generates a stable dimension N VAR(p) process
Description
generates a stable dimension N VAR(p) process
Usage
var.par2pre(param)
Arguments
param |
N x N x var.order array, where var.order is the VAR order p and N is the dimension of the process |
Value
psi: vector of real numbers, of length p*N^2
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.