unswitch

Deal with label switching in MixAR experiments.

internal

Simulation

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

unswitch function

<dl> <dt>models</dt>
<dd>a list of MixAR models to process.</dd> <dt>true_model</dt>
<dd>the MixAR model used in the experiment.</dd> <dt>Nref</dt>
<dd>length of the reference series</dd> <dt>simargs</dt>
<dd>arguments for simulation of the reference series, see 'Details'.</dd></dl>

Arguments

Author

Dealing with label switching in MixAR experiments — unswitch

<dl>

 <dt>models</dt>
<dd>a list of MixAR models to process.</dd>

 <dt>true_model</dt>
<dd>the MixAR model used in the experiment.</dd>

 <dt>Nref</dt>
<dd>length of the reference series</dd>

 <dt>simargs</dt>
<dd>arguments for simulation of the reference series, see 'Details'.</dd>

</dl>

unswitch: Dealing with label switching in MixAR experiments

Description

Usage

Value

Arguments

Author

References