arguments.link {BTSR} | R Documentation |
Shared documentation for link functions
Description
This is the common documentation for arguments related link functions in BTSR models.
Arguments
error.scale |
either 0 or 1; the scale for the error term. Default is
|
linkg |
link functions. Can be specified as a character, two-character vector or a named list. The corresponding text strings for currently available links are listed in link.btsr. Default values depend on the model. For some models default values override user specifications. See the Section Link defaults for details. |
linkh |
a character indicating which link must be associated to the
chaotic process. See the Section ‘The BTSR structure’ in
btsr-package for details and link.btsr for valid links. Default is
|
configs.linkg |
a list with two elements, |
configs.linkh |
a list with extra configurations for the link |
Link defaults
linkh
and configs.linkh
only apply to BARC models.
linkg
can be specified in one of two ways
-
Legacy structure: a character or two-character vector. If only one string is provided, the same link name is used for
g11
andg12
. Internally, this structure is automatically converted to the new format withg2 = g21 = g22 = g23 = "linear"
. -
New structure: a named list with optional elements (order is irrelevant)
g11
,g12
,g2
,g21
,g22
andg23
. These links apply, respectively, to\mu_t
,Y_t
(in the AR recursion or part 1),\nu_t
,\vartheta_t = g_2(\nu_t)
,\vartheta_t
(in the AR recursion of part 2) ande_{1t}
(to build the error term in part 2).
For models that do not have the \nu
parameter, the links g2
, g21
,
g22
and g23
are set to "linear"
for compatibility with Fortran
subroutines.
Missing entries in the linkg
list follow these rules
If either
g11
org12
is missing (but not both), internally it is setg12 = g11
.If both
g11
andg12
are missing, use the default values for the particular model (see below).If
phi = NULL
for part 1,g12
is not required, hence set to"linear"
and ignored in Fortran.If
phi = NULL
for part 2,g22
is not required, hence set to"linear"
and ignored in Fortran.If either
g21
org22
is missing (but not both), internally it is setg22 = g21
.If both
g21
andg22
are missing, use the default values for the particular model (see below).
Default linkg
values are model-dependent (based on the string provided with
model
):
For all models where
\nu
is constant over time:
internally,g2
,g21
, andg22
are forced to"linear"
, witha = 1
.
Overrides any user specifications.iid samples:
Overrides any user specifications.
linkg = "linear"
(witha = 1
). Internally converted tolinkg = list(g11 = "linear", g12 = "linear", g2 = "linear" g21 = "linear", g22 = "linear", g23 = "linear")
BARFIMA, KARFIMA, ULARFIMA, UWARFIMA:
linkg = "logit"
. Internally converted tolinkg = list(g11 = "logit", g12 = "logit", g2 = "linear" g21 = "linear", g22 = "linear", g23 = "linear")
GARFIMA:
linkg = "log"
. Internally converted tolinkg = list(g11 = "log", g12 = "log", g2 = "linear" g21 = "linear", g22 = "linear", g23 = "linear")
MARFIMA:
linkg = "cloglog"
. Internally converted tolinkg = list(g11 = "cloglog", g12 = "cloglog", g2 = "linear" g21 = "linear", g22 = "linear", g23 = "linear")
BARFIMAV, GARFIMAV, KARFIMAV, UWARFIMAV:
g11
andg12
have the same default values as the particular model where\nu
is constant over time.g2 = "default"
, meaning thatg2
is set as the the default link for the model.For BARFIMAV
"default" = SIP
witha = b = 1
.For GARFIMAV
"default" = SIP
witha = 0
andb = 1
.For remaining models
"default" = "linear"
witha = 1
.
g21
depends on the model.For BARFIMAV
g21 = "logit"
For any other model
g21 = "log"
.
For
g22
, the default is to assumeg22 = g21
.Finally,
g23 = "polynomial
, witha = 1
andb = 2
(set inconfigs.link
)Particular cases (e.g., BREG, BREGV) inherit defaults from parent models (except iid samples).
configs.linkg
if provided, it must be provided as a list with optional
elements, ctt
and power
, which define the constant a
and the
exponent b
in the link function g(x) = a x^b
. Each element in
this list can be specified in one of two ways
-
Legacy structure: a numeric value (applied uniformly across all linear links) or a numeric vector of length 2, which will be associated to
g11
andg12
. -
New structure: a named list with optional elements (order is irrelevant)
g11
,g12
,g2
,g21
,g22
andg23
.
For now, the arguments ctt
and power
are only used when the link function
is "linear"
or "polynomial"
. If NULL
, default is to assume that ctt
and power
are both equal to 1 for all links.
See Also
BTSR.model.defaults: function to print default settings for a specified model