var2.pre2par: Generates a stable dimension N VAR(p) process
In tuckermcelroy/sigex: Ecce Signum: Multivariate Signal Extraction
var2.pre2par R Documentation
Generates a stable dimension N VAR(p) process
Description
Generates a stable dimension N VAR(p) process
Usage
var2.pre2par(psi, p, N)
Arguments
psi
Vector of real numbers, of length p*N^2
p
The VAR order p
N
Dimension of the process
Value
param: N x N x p array
tuckermcelroy/sigex documentation built on Nov. 14, 2024, 3:28 p.m.
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| var2.pre2par | R Documentation |
Generates a stable dimension N VAR(p) process
Description
Generates a stable dimension N VAR(p) process
Usage
var2.pre2par(psi, p, N)
Arguments
psi |
Vector of real numbers, of length p*N^2 |
p |
The VAR order p |
N |
Dimension of the process |
Value
param: N x N x p array
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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