artransform

Real valued parameters for the transformation.

param


Function <code>artransform</code> transforms $p$ real valued parameters to
stationary region of $p$th order autoregressive process using
parametrization suggested by Jones (1980). Fortran code is a converted from
<code>stats</code> package's C-function <code>partrans</code>.


State space modelling is an efficient and flexible method for
statistical inference of a broad class of time series and other data. KFAS
includes fast functions for Kalman filtering, smoothing, forecasting, and
simulation of multivariate exponential family state space models, with
observations from Gaussian, Poisson, binomial, negative binomial, and gamma
distributions.

artransform: Mapping real valued parameters to stationary region

Description

Usage

Arguments

Value

References

Examples