raghat1

Filter a time series with options to shift and scale. This function is
 used by mixFilter.

ragged

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

raghat1 function

<dl> <dt>filter</dt>
<dd>The coefficients of the filter, numeric, see Details.</dd> <dt>x</dt>
<dd>time series, numeric.</dd> <dt>index</dt>
<dd>indices for which to compute the filtered values, numeric.</dd>
 
 <dt>shift</dt>
<dd>a constant to be added to each filtered element, a number.</dd> <dt>residual</dt>
<dd>if TRUE calculate a `residual', otherwise calculate a `hat' value.</dd> <dt>scale</dt>
<dd>if <code>scale != 1</code> calculate scaled residuals by divividing by
 this value. Probably meaningful only if <code>residual=TRUE</code>.</dd></dl>

Arguments

Filter a time series with options to shift and scale — raghat1

<dl>

 <dt>filter</dt>
<dd>The coefficients of the filter, numeric, see Details.</dd>

 <dt>x</dt>
<dd>time series, numeric.</dd>

 <dt>index</dt>
<dd>indices for which to compute the filtered values, numeric.</dd>
 
 <dt>shift</dt>
<dd>a constant to be added to each filtered element, a number.</dd>

 <dt>residual</dt>
<dd>if TRUE calculate a `residual', otherwise calculate a `hat' value.</dd>

 <dt>scale</dt>
<dd>if <code>scale != 1</code> calculate scaled residuals by divividing by
 this value. Probably meaningful only if <code>residual=TRUE</code>.</dd>

</dl>

raghat1: Filter a time series with options to shift and scale

Description

Usage

Value

Arguments

Details