tau2probhat

Estimate probabilities of a MixAR model from tau.

internal

math

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

tau2probhat function

<dl> <dt>tau</dt>
<dd>todo: explain</dd></dl>

Arguments

Estimate probabilities of a MixAR model from tau. — tau2probhat

<dl>

 <dt>tau</dt>
<dd>todo: explain</dd>

</dl>

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tau2probhat: Estimate probabilities of a MixAR model from tau.

Description

Usage

Value

Arguments