get_mar_mean: Get mean corresponding to a given index in a multivariate...

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

Get mean corresponding to a given index in a multivariate autoregressive series

Description

Get mean corresponding to a given index in a multivariate autoregressive series

Usage

get_mar_mean(mu, phi, x, m, q, k, i)

Arguments

mu	List of vectors of length m, means for white noise in each state dependent distribution
phi	List of k x (k x q) matrices, containing the autoregressive parameters. Each matrix corresponds to a state. The first k x k entries are the parameters for index i - 1, and so on up to index i - q.
x	Observations coming from a multivariate autoregressive series, in a matrix with k rows. Each row corresponds to a variable.
m	Number of states
q	Order of the autoregressive model
k	Number of variables
i	Index of the desired mean

Value

List of vectors 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.