mixAR (version 0.22.8)

mix_ek: Function and methods to compute component residuals for MixAR models

Description

Compute component residuals for MixAR models.

Usage

mix_ek(model, x, index, xcond, scale)

Arguments

model

a model.

x

time series.

index

a vector of positive integer specifying the indices for which to compute the residuls, has a natural default.

xcond

the past values needed for the conditional distribution, a numeric vector of length at least the maximal AR order of the components.

scale

logical or missing, if TRUE standardise the residuals.

Author

Georgi N. Boshnakov

Methods

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

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

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

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

Details

mix_ek computes component residuals from MixAR models.

It is highly desirable to use it along with mix_hatk and the underlying function mixFilter. Doing this ensures transparent code and easy maintenance. Also, more efficient implementation can be introduced without changing other code.

See Also

mixFilter which is used by mix_ek to do the job, MixComp-class for easy manipulation of the returned object.

class "MixAR"