reform_data {sstvars} | R Documentation |
Reform data
Description
reform_data
reforms the data into a form that is
easier to use when calculating log-likelihood values etc.
Usage
reform_data(data, p)
Arguments
data |
a matrix or class |
p |
a positive integer specifying the autoregressive order |
Details
Assumes the observed data is y_{-p+1},...,y_0,y_1,...,y_{T}
.
Value
Returns the data reformed into a ((n_{obs}-p+1)\times dp)
matrix. The i:th row
of the matrix contains the vector (y_{i-1},...,y_{i-p})
(dp\times 1)
, where
y_{i}=(y_{1i},...,y_{di})
(d \times 1)
.
Warning
No argument checks!
[Package sstvars version 1.2.1 Index]