estim_mar_dep: Compute the parameter lambda between two MAR by the method of...

View source: R/estim_mar2.R

estim_mar_depR Documentation

Compute the parameter lambda between two MAR by the method of moments

Description

Following equation 10 in Supplementary Material of Qasmi and Ribes (2021), estim_mar_dep computes the parameter lambda by the method of moments given two different MAR parameters.

Usage

estim_mar_dep(theta1, theta2, y)

Arguments

theta1

a vector containing the MAR parameters returned by estim_mar2_link associated with a first time series (eg residuals related to global internal variability)

theta2

a vector containing the MAR parameters returned by estim_mar2_link associated with a second time series (eg residuals related to local internal variability)

y

a list of the two time series associated with theta1 and theta2

Value

a vector of parameters containing theta1 and theta2, and the parameter lambda.


saidqasmi/KCC documentation built on July 8, 2022, 6:02 a.m.