err {mixAR} | R Documentation |
Calculate component specific error terms under MixAR model
Description
Returns a matrix which columns correspond to the error terms. Each column's row will assume value 0 if the observation was not "assigned" to that component.
Usage
err(AR, mu, y, z, pk)
Arguments
AR |
a |
mu |
Component means. |
y |
a time series (currently a numeric vector). |
z |
a |
pk |
autoregressive orders. |
Value
e |
a matrix which columns correspond to component specific "residuals", which are equal to 0 for observations not assigned to such component. |
Note
This function is built for use within sampling functions.
Author(s)
Davide Ravagli
[Package mixAR version 0.22.8 Index]