IARgfit {iAR}

Fitted Values of IAR-Gamma model

Description

Fit an IAR-Gamma model to an irregularly observed time series.

Usage

IARgfit(phi, mu, y, st)

Arguments

phi

Estimated phi parameter by the iAR-Gamma model.

mu

Estimated mu parameter by the iAR-Gamma model.

y

Array with the time series observations.

st

Array with the irregular observational times.

Value

Fitted values of the iAR-Gamma model

References

Eyheramendy S, Elorrieta F, Palma W (2018). “An irregular discrete time series model to identify residuals with autocorrelation in astronomical light curves.” Monthly Notices of the Royal Astronomical Society, 481(4), 4311–4322. ISSN 0035-8711, doi: 10.1093/mnras/sty2487, https://academic.oup.com/mnras/article-pdf/481/4/4311/25906473/sty2487.pdf.

See Also

gentime, IARgsample, IARgamma

Examples

n=300
set.seed(6714)
st<-gentime(n)
y<-IARgsample(phi=0.9,st=st,n=n,sigma2=1,mu=1)
model<-IARgamma(y$y, st=st)
phi=model$phi
muest=model$mu
sigmaest=model$sigma
fit=IARgfit(phi=phi,mu=muest,y=y$y,st=st)