| rmixar {hhsmm} | R Documentation |
Random data generation from the mixture of Gaussian linear (Markov-switching) autoregressive models for hhsmm model
Description
Generates vectors of observations from mixture of Gaussian linear (Markov-switching) autoregressive model in a specified state and using the parameters of a specified model
Usage
rmixar(j, model, x)
Arguments
j |
a specified state |
model |
a |
x |
the previous x vector as the covariate of the autoregressive model |
Value
a random matrix of observations from mixture of Gaussian linear (Markov-switching) autoregressive model
Author(s)
Morteza Amini, morteza.amini@ut.ac.ir
[Package hhsmm version 0.4.0 Index]