rmixar: Random data generation from the mixture of Gaussian linear...

View source: R/rmixar.R

rmixarR Documentation

Random data generation from the mixture of Gaussian linear (Markov-switching) autoregressive models for hhsmm model

Description

Generates vectors of observations from mixture of Gaussian linear (Markov-switching) autoregressive model in a specified state and using the parameters of a specified model

Usage

rmixar(j, model, x)

Arguments

j

a specified state

model

a hhsmmspec model

x

the previous x vector as the covariate of the autoregressive model

Value

a random matrix of observations from mixture of Gaussian linear (Markov-switching) autoregressive model

Author(s)

Morteza Amini, morteza.amini@ut.ac.ir


mortamini/hhsmm documentation built on Aug. 27, 2022, 4:46 a.m.