initialize_phi: Initialize parameter values for filtering

In reichlab/kcde: Kernel conditional density estimation with flexible kernel specifications

Description

Initialize parameter values for filtering

Usage

initialize_phi(prev_phi, updated_vars_and_offsets, update_var_name,
  update_offset_value, update_offset_type, data, kcde_control)

Arguments

prev_phi	previous phi values before update to variables and lags
updated_vars_and_offsets	lags after update
update_var_name	character; the name of the variable added/removed from the model
update_offset_value	integer; the offset that was added/removed from the model
update_offset_type	integer; the type of the offset that was added/removed from the model
data	data matrix
kcde_control	list of control parameters for kcde

Value

list of phi parameters

reichlab/kcde documentation built on May 27, 2019, 4:53 a.m.