var.pre2par: generates a stable dimension N VAR(p) process
In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction
var.pre2par R Documentation
generates a stable dimension N VAR(p) process
Description
generates a stable dimension N VAR(p) process
Usage
var.pre2par(psi, var.order, N, debug = FALSE)
Arguments
psi
vector of real numbers, of length p*N^2
var.order
the VAR order p
N
dimension of the process
debug
a Boolean flag; if true, outputs stability check
Value
param: N x N x var.order array
jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.
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| var.pre2par | R Documentation |
generates a stable dimension N VAR(p) process
Description
generates a stable dimension N VAR(p) process
Usage
var.pre2par(psi, var.order, N, debug = FALSE)
Arguments
psi |
vector of real numbers, of length p*N^2 |
var.order |
the VAR order p |
N |
dimension of the process |
debug |
a Boolean flag; if true, outputs stability check |
Value
param: N x N x var.order array
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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