mixAR (version 0.22.8)

mixAR-methods: Create MixAR objects

Description

Generic function with methods for creating MixAR objects.

Usage

mixAR(template, coef, ..., filler = NA_real_)

Arguments

template

an object to be used as a template for the new object, typically inheriting from "MixAR". Alternatively, missing or a numeric vector specifying the order of the MixAR model, see Details.

coef

parameters for the new object a list with components "arcoef", "order", "prob", "shift", and "scale".

...

further arguments for methods.

filler

value for unspecified parameters, default is NA_real_.

Methods

signature(template = "ANY")

signature(template = "MixAR")

Details

mixAR provides an alternative to the function new for specifying MixAR models.

If template is numeric vector, it is taken to specify the AR order of the model and the number of mixture components. A Gaussian MixAR model is created with parameters filled initially with NA's and then updated with values given by coef. coef does not need to have values for all parameters and may be missing altogether. If NA's are not suitable for initialisation, a suitable value can be specified with filler.

If template is a MixAR object, then the new object will have the class of template. The new object is set initially to a copy of template and then updated with parameters specified by coef (and maybe others for some methods).

In principle, the numeric parameters are vectors of length the number of components of the MixAR model. For convenience, single values are replicated to the number of components. For this to work, at least one component must be specified completely, for example the order. It is an error for the parameters to imply conflicting number of components.

See Also

class "MixARGaussian", class "MixARgen"

Examples

mixAR(coef = list(prob = c(.5,.5), scale = c(1,2), 
                  arcoef = list(.5, 1.1), shift = c(0,0), order = c(1,1)))

mixAR(template = c(1,1))
mixAR(coef = list(order = c(1,1))) # same

m2 <- new("MixARGaussian", order = c(3, 2, 1),
          arcoef = matrix(c(1:3, c(1:2, 0), c(1, 0, 0)), nrow = 3, byrow = TRUE))
m2a <- mixAR(m2, list(prob = c(0.5, 0.25, 0.25)))
show_diff(m2, m2a)