| MixAR-class {mixAR} | R Documentation |
Class "MixAR" — mixture autoregressive models
Description
Mixture autoregressive models
Objects from the Class
A virtual Class: no objects can be created from it.
Derived classes add distribution properties, e.g. use class
"MixARGaussian" for MixAR models with Gaussian
error components.
Slots
prob:the mixing probabilities,
"numeric".order:the AR orders,
"numeric".shift:intercept terms,
"numeric".scale:scaling factor,
"numeric".arcoef:-
autoregressive coefficients, an object from class
"raggedCoef"containing one row for each mixture component.
Methods
- fit_mixAR
signature(x = "ANY", model = "MixAR", init = "list"): ...- fit_mixAR
signature(x = "ANY", model = "MixAR", init = "missing"): ...- fit_mixAR
signature(x = "ANY", model = "MixAR", init = "MixAR"): ...- fit_mixAR
signature(x = "ANY", model = "MixAR", init = "numeric"): ...- fit_mixAR
signature(x = "ANY", model = "MixARGaussian", init = "MixAR"): ...- get_edist
signature(model = "MixAR"): ...- initialize
signature(.Object = "MixAR"): ...- lik_params
signature(model = "MixAR"): ...- make_fcond_lik
signature(model = "MixAR", ts = "numeric"): ...- mix_ek
signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing", scale = "missing"): ...- mix_ek
signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing", scale = "logical"): ...- mix_ek
signature(model = "MixAR", x = "numeric", index = "missing", xcond = "numeric", scale = "missing"): ...- mix_ek
signature(model = "MixAR", x = "numeric", index = "missing", xcond = "numeric", scale = "logical"): ...- mix_hatk
signature(model = "MixAR", x = "numeric", index = "numeric", xcond = "missing"): ...- mix_ncomp
signature(x = "MixAR"): ...- mixAR
signature(template = "MixAR"): ...- noise_dist
signature(model = "MixAR"): ...- noise_params
signature(model = "MixAR"): ...- noise_rand
signature(model = "MixAR"): ...- parameters
signature(model = "MixAR"): ...- row_lengths
signature(x = "MixAR"): ...
Author(s)
Georgi N. Boshnakov
See Also
mixAR,
classes "MixARGaussian",
"MixARgen"
Examples
## some models from subclasses of (virtual) class "MixAR"
names(exampleModels)
exampleModels$WL_A
exampleModels$WL_At
## modify an existing model, here change the mixture weights
mixAR(exampleModels$WL_A, coef = list((prob = c(0.4, 0.6))))