get_ar_mean: Get mean corresponding to a given index in an autoregressive...

In longjess/hornsharkHMM: Functions For Analysing Horn Shark Data Using Hidden Markov Models

Get mean corresponding to a given index in an autoregressive series

Description

Get mean corresponding to a given index in an autoregressive series

Usage

get_ar_mean(mu, phi, x, q, i)

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.
x	Vector of observations coming from an autoregressive series
q	Order of the autoregressive model
i	Index of the desired mean

Value

Vector of length m containing means corresponding to index i for the given autoregressive model

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