dmixnorm.ts | R Documentation |
The conditional density for AR-type mixture of normals
dmixnorm.ts(y, means.ar.par.list, sigmas.list, weights, log = FALSE)
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. |
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