expectation_gRcpp {countSTAR} | R Documentation |
Estimate the mean for a STAR process
Description
Estimate the conditional expectation for a STAR process under a generic link function g.
Usage
expectation_gRcpp(g_a_j, g_a_jp1, mu, sigma, Jmax)
Arguments
g_a_j |
|
g_a_jp1 |
|
mu |
|
sigma |
|
Jmax |
|
Value
y_hat m x 1
vector of conditional expectations
Note
This function uses Rcpp
for computational efficiency.
[Package countSTAR version 1.0.2 Index]