var.par2pre: generates a stable dimension N VAR(p) process
In tuckermcelroy/sigex: Ecce Signum: Multivariate Signal Extraction
var.par2pre R Documentation
generates a stable dimension N VAR(p) process
Description
generates a stable dimension N VAR(p) process
Usage
var.par2pre(param)
Arguments
param
N x N x var.order array,
where var.order is the VAR order p and N is the dimension of the process
Value
psi: vector of real numbers, of length p*N^2
tuckermcelroy/sigex documentation built on Nov. 14, 2024, 3:28 p.m.
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| var.par2pre | R Documentation |
generates a stable dimension N VAR(p) process
Description
generates a stable dimension N VAR(p) process
Usage
var.par2pre(param)
Arguments
param |
N x N x var.order array, where var.order is the VAR order p and N is the dimension of the process |
Value
psi: vector of real numbers, of length p*N^2
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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