noise_rand-methods

noise_rand,MixAR-method

noise_rand,MixARGaussian-method

noise_rand,MixARgen-method

Methods for function <code>noise_rand</code> in package mixAR

methods

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_rand-methods function

<dl><dt><code>signature(model = "MixAR")</code></dt>
<dd></dd>
<dt><code>signature(model = "MixARGaussian")</code></dt>
<dd></dd>
<dt><code>signature(model = "MixARgen")</code></dt>
<dd></dd>
</dl>

Methods

Methods for function noise_rand in package mixAR — noise_rand-methods

<dl>

<dt><code>signature(model = "MixAR")</code></dt>
<dd></dd>


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


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


</dl>

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noise_rand-methods: Methods for function `noise_rand` in package mixAR

Description

Arguments

Methods