HPDinterval.mtar

Highest Posterior Density intervals for objects of class <code>mtar</code>

Estimation, inference and forecasting using the Bayesian approach for multivariate threshold autoregressive (TAR) models in which the distribution used to describe the noise process belongs to the class of Gaussian variance mixtures.

Luis Hernando Vanegas

mtarm

Bayesian Estimation of Multivariate Threshold Autoregressive
Models

Sergio Alejandro Calderón

Luz Marina Rondón

HPDinterval.mtar function

<dl><dt>obj</dt>
<dd>an object of class <code>mtar</code> generated by a call to the function <code>mtar()</code>.</dd>
<dt>prob</dt>
<dd>a numeric scalar in the interval \((0,1)\) giving the target probability content of
the intervals. By default, <code>prob</code> is set to <code>0.95</code>.</dd>
<dt>...</dt>
<dd>Optional additional arguments for methods. None are used at present.</dd></dl>

Arguments

Highest Posterior Density intervals for objects of class mtar — HPDinterval.mtar

<dl>

<dt>obj</dt>
<dd>an object of class <code>mtar</code> generated by a call to the function <code>mtar()</code>.</dd>


<dt>prob</dt>
<dd>a numeric scalar in the interval \((0,1)\) giving the target probability content of
the intervals. By default, <code>prob</code> is set to <code>0.95</code>.</dd>


<dt>...</dt>
<dd>Optional additional arguments for methods. None are used at present.</dd>

</dl>

HPDinterval.mtar: Highest Posterior Density intervals for objects of class `mtar`

Description

Usage

Arguments

See Also