View source: R/univariate_autoregressive_hmm_functions.R
get_all_ar_means | R Documentation |
Get all means for autoregressive series
get_all_ar_means(mu, phi, m, q, x)
mu |
Vector of length m, containing means for the white noise in each state dependent distribution |
phi |
Matrix of size m x q, containing autoregressive parameters. Each row contains the parameters corresponding to a single state. |
m |
Number of states |
q |
Order of the autoregressive model |
x |
Vector of observations coming from an autoregressive series |
n x m matrix (where n is the number of observations) containing means for the autoregressive model
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