| mixAR-methods {mixAR} | R Documentation |
Create MixAR objects
Description
Generic function with methods for creating MixAR objects.
Usage
mixAR(template, coef, ..., filler = NA_real_)
Arguments
template |
an object to be used as a template for the new object, typically
inheriting from |
coef |
parameters for the new object a list with components
|
... |
further arguments for methods. |
filler |
value for unspecified parameters, default is |
Details
mixAR provides an alternative to the function new for
specifying MixAR models.
If template is numeric vector, it is taken to specify the AR order
of the model and the number of mixture components. A Gaussian MixAR
model is created with parameters filled initially with NA's and then
updated with values given by coef. coef does not need to
have values for all parameters and may be missing altogether. If NA's
are not suitable for initialisation, a suitable value can be specified
with filler.
If template is a MixAR object, then the new object will
have the class of template. The new object is set
initially to a copy of template and then updated with
parameters specified by coef (and maybe others for some
methods).
In principle, the numeric parameters are vectors of length the number of components of the MixAR model. For convenience, single values are replicated to the number of components. For this to work, at least one component must be specified completely, for example the order. It is an error for the parameters to imply conflicting number of components.
Methods
signature(template = "ANY")signature(template = "MixAR")
See Also
class "MixARGaussian",
class "MixARgen"
Examples
mixAR(coef = list(prob = c(.5,.5), scale = c(1,2),
arcoef = list(.5, 1.1), shift = c(0,0), order = c(1,1)))
mixAR(template = c(1,1))
mixAR(coef = list(order = c(1,1))) # same
m2 <- new("MixARGaussian", order = c(3, 2, 1),
arcoef = matrix(c(1:3, c(1:2, 0), c(1, 0, 0)), nrow = 3, byrow = TRUE))
m2a <- mixAR(m2, list(prob = c(0.5, 0.25, 0.25)))
show_diff(m2, m2a)