exampleModels {mixAR}

MixAR models for examples and testing

Description

MixAR models for examples and testing.

Usage

exampleModels

Details

Coefficients of models from the examples in Wong and Li (2000). Variations on these with different noise distributions are used throughout the examples in mixAR. The models are from classes inheriting from class "MixAR".

exampleModels is a list with the following components:

WL_ibm WL_A WL_B WL_I WL_II WL_ibm_gen WL_ibm_t3v WL_ibm_tf WL_At WL_Bt_1 WL_Bt_2 WL_Bt_3 WL_Ct_1 WL_Ct_2 WL_Ct_3

Each component is a MixAR model, i.e. an object inheriting from class "MixAR".

Source

Wong CS, Li WK (2000). “On a mixture autoregressive model.” J. R. Stat. Soc., Ser. B, Stat. Methodol. , 62(1), 95-115.

Examples

## use these instead of moWL, moWL_A, moWL_B, etc.
exampleModels$WL_ibm

exampleModels$WL_A
exampleModels$WL_B
# what is the difference between A and B?
show_diff(exampleModels$WL_A, exampleModels$WL_B)

exampleModels$WL_I
exampleModels$WL_II
#show_diff(exampleModels$WL_I, exampleModels$WL_II)

exampleModels$WL_ibm_gen
exampleModels$WL_ibm_t3v
exampleModels$WL_ibm_tf
#show_diff(exampleModels$WL_ibm_gen, exampleModels$WL_ibm_t3v)

exampleModels$WL_At

exampleModels$WL_Bt_1
exampleModels$WL_Bt_2
exampleModels$WL_Bt_3
## what is different between Bt_2 and Bt_1? (df of component 2)
show_diff(exampleModels$WL_Bt_2, exampleModels$WL_Bt_1)

exampleModels$WL_Ct_1
exampleModels$WL_Ct_2
exampleModels$WL_Ct_3

## The models were created with something like:
moWLprob <- c(0.5439,0.4176,0.0385)
moWLsigma <- c(4.8227,6.0082,18.1716)
moWLar <- list(c(0.6792,0.3208), c(1.6711,-0.6711), 1)

moWL <- new("MixARGaussian", prob = moWLprob, scale = moWLsigma,
            arcoef = moWLar)
moWLgen <- new("MixARgen", prob = moWLprob, scale = moWLsigma,
               arcoef = moWLar, dist = list(dist_norm))
## clean up a bit
rm(moWLprob, moWLsigma, moWLar, moWL, moWLgen)