mixAR_switch

mixAR_permute

Relabel the components of a MixAR model.

MixAR

Model time series using mixture autoregressive (MAR)
models. Implemented are frequentist (EM) and Bayesian
methods for estimation, prediction and model
evaluation. See Wong and Li (2002)
<doi:10.1111/1467-9868.00222>, Boshnakov (2009)
<doi:10.1016/j.spl.2009.04.009>), and the extensive
references in the documentation.

Georgi Boshnakov

mixAR

Mixture Autoregressive Models

Davide Ravagli

mixAR_switch function

<dl> <dt>model</dt>
<dd>a MixAR model</dd> <dt>perm</dt>
<dd>a permutation for relabeling</dd></dl>

Arguments

Relabel the components of a MixAR model — mixAR_switch

<dl>

 <dt>model</dt>
<dd>a MixAR model</dd>

 <dt>perm</dt>
<dd>a permutation for relabeling</dd>

</dl>

mixAR_switch: Relabel the components of a MixAR model

Description

Usage

Arguments

Details