noise_moment

noise_moment-methods

noise_moment,ANY,ANY-method

noise_moment,MixARGaussian,numeric-method

noise_moment,MixARgen,numeric-method

Compute moments of the noise components.

methods

internal

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

noise_moment-methods function

<dl> <dt>model</dt>
<dd>a MixAR model.</dd> <dt>k</dt>
<dd>which moment to compute?</dd></dl>

Arguments

<dl><dt><code>signature(model = "ANY", k = "ANY")</code></dt>
<dd></dd>
<dt><code>signature(model = "MixARGaussian", k = "numeric")</code></dt>
<dd></dd>
<dt><code>signature(model = "MixARgen", k = "numeric")</code></dt>
<dd></dd>
</dl>

Methods

Compute moments of the noise components — noise_moment-methods

<dl>

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

 <dt>k</dt>
<dd>which moment to compute?</dd>

</dl>

<dl>

<dt><code>signature(model = "ANY", k = "ANY")</code></dt>
<dd></dd>


<dt><code>signature(model = "MixARGaussian", k = "numeric")</code></dt>
<dd></dd>


<dt><code>signature(model = "MixARgen", k = "numeric")</code></dt>
<dd></dd>


</dl>

noise_moment-methods: Compute moments of the noise components

Description

Usage

Arguments

Methods