dmixnorm.ts: The conditional density for AR-type mixture of normals

View source: R/rmixmorm.R

dmixnorm.tsR Documentation

The conditional density for AR-type mixture of normals

Description

The conditional density for AR-type mixture of normals

Usage

dmixnorm.ts(y, means.ar.par.list, sigmas.list, weights, log = FALSE)

Arguments

y

An 'n'-length vector. The time series.

means.ar.par.list

An 'k'-length list. Each element in the list consists the coefficients in the AR process.

weights

A 'k'-length vector. The weight in each component.

log

Logical; If TRUE, the log density is returned.


thiyangt/fformpp documentation built on Jan. 5, 2024, 5:44 a.m.