get_all_ar_means: Get all means for autoregressive series

View source: R/univariate_autoregressive_hmm_functions.R

get_all_ar_meansR Documentation

Get all means for autoregressive series

Description

Get all means for autoregressive series

Usage

get_all_ar_means(mu, phi, m, q, x)

Arguments

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

Value

n x m matrix (where n is the number of observations) containing means for the autoregressive model


longjess/hornsharkHMM documentation built on June 15, 2022, 11:32 p.m.