mixAR (version 0.22.8)

MixAR-class: Class "MixAR" --- mixture autoregressive models

Description

Mixture autoregressive models

Objects from the Class

A virtual Class: no objects can be created from it.

Derived classes add distribution properties, e.g. use class "MixARGaussian" for MixAR models with Gaussian error components.

Slots

prob:

the mixing probabilities, "numeric".

order:

the AR orders, "numeric".

shift:

intercept terms, "numeric".

scale:

scaling factor, "numeric".

arcoef:

autoregressive coefficients, an object from class "raggedCoef" containing one row for each mixture component.

Methods

fit_mixAR

signature(x = "ANY", model = "MixAR", init = "list"): ...

fit_mixAR

signature(x = "ANY", model = "MixAR", init = "missing"): ...

fit_mixAR

signature(x = "ANY", model = "MixAR", init = "MixAR"): ...

fit_mixAR

signature(x = "ANY", model = "MixAR", init = "numeric"): ...

fit_mixAR

signature(x = "ANY", model = "MixARGaussian", init = "MixAR"): ...

get_edist

signature(model = "MixAR"): ...

initialize

signature(.Object = "MixAR"): ...

lik_params

signature(model = "MixAR"): ...

make_fcond_lik

signature(model = "MixAR", ts = "numeric"): ...

mix_ek

signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing", scale = "missing"): ...

mix_ek

signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing", scale = "logical"): ...

mix_ek

signature(model = "MixAR", x = "numeric", index = "missing", xcond = "numeric", scale = "missing"): ...

mix_ek

signature(model = "MixAR", x = "numeric", index = "missing", xcond = "numeric", scale = "logical"): ...

mix_hatk

signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing"): ...

mix_ncomp

signature(x = "MixAR"): ...

mixAR

signature(template = "MixAR"): ...

noise_dist

signature(model = "MixAR"): ...

noise_params

signature(model = "MixAR"): ...

noise_rand

signature(model = "MixAR"): ...

parameters

signature(model = "MixAR"): ...

row_lengths

signature(x = "MixAR"): ...

Author

Georgi N. Boshnakov

See Also

mixAR, classes "MixARGaussian", "MixARgen"

Examples

## some models from subclasses of (virtual) class "MixAR"
names(exampleModels)
exampleModels$WL_A
exampleModels$WL_At

## modify an existing model, here change the mixture weights
mixAR(exampleModels$WL_A, coef = list((prob = c(0.4, 0.6))))