var2.par2pre: Generates a stable dimension N VAR(p) process
In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction
var2.par2pre R Documentation
Generates a stable dimension N VAR(p) process
Description
Generates a stable dimension N VAR(p) process
Usage
var2.par2pre(param)
Arguments
param
A N x N x p array,
where p is the VAR order and N is the dimension of the process
Value
psi: vector of real numbers, of length p*N^2
jlivsey/sigex documentation built on July 4, 2025, 7:18 p.m.
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| var2.par2pre | R Documentation |
Generates a stable dimension N VAR(p) process
Description
Generates a stable dimension N VAR(p) process
Usage
var2.par2pre(param)
Arguments
param |
A N x N x p array, where p is the VAR order 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.
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