centraldev_original_func: This function transforms grand-mean parametrization back to...
In wiaidp/MDFA: Signalextraction and Forecasting Based on the Multivariate Direct Filter Approach (MDFA)
Description
Usage
Arguments
Value
Description
This function transforms grand-mean parametrization back to original coefficients
Usage
1
centraldev_original_func(L, weight_h_exp)
Arguments
L
Filter-length
weight_h_exp
DFT of explanatory variables
Value
Q_centraldev_original Transformation matrix
wiaidp/MDFA documentation built on June 26, 2019, 1:07 p.m.
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Description Usage Arguments Value
Description
This function transforms grand-mean parametrization back to original coefficients
Usage
1 | centraldev_original_func(L, weight_h_exp)
|
Arguments
L |
Filter-length |
weight_h_exp |
DFT of explanatory variables |
Value
Q_centraldev_original Transformation matrix
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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