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bayesianOU (version 0.1.3)

build_accounting_block: Build accounting block for TMG

Description

Creates accounting information for TMG transformations.

Usage

build_accounting_block(
  TMG_raw,
  zTMG_exo,
  zTMG_use,
  mu_tmg,
  sd_tmg,
  hard,
  sigma_delta
)

Value

List with components:

tmg_byK

Back-transformed TMG used in model

tmg_exo

Back-transformed exogenous TMG

wedge_delta

Difference (zero if hard=TRUE)

sigma_delta_prior

Prior SD for wedge

note

Description of constraint type

Arguments

TMG_raw

Numeric vector. Original TMG series.

zTMG_exo

Numeric vector. Exogenous z-scored TMG.

zTMG_use

Numeric vector. TMG used in model (possibly orthogonalized).

mu_tmg

Numeric. Training mean of TMG.

sd_tmg

Numeric. Training SD of TMG.

hard

Logical. Whether hard sum-to-zero constraint was used.

sigma_delta

Numeric. Prior SD for wedge in original units.