NoisyAR: Create a Noisy Auto-Regressive(1) NLSS model

Description Usage Arguments Value

Description

Create a Noisy Auto-Regressive(1) NLSS model

Usage

1
  NoisyAR(phi, sigmaW, sigmaV)

Arguments

phi

State auto-regressive parameter

sigmaW

Dynamic noise standard deviation

sigmaV

Observation error standard deviation

Value

S3 object of class NoisyAR


nickpoison/nltsa documentation built on May 23, 2019, 4:48 p.m.