jeffreys {tsPI} | R Documentation |
Compute different types of importance weights based on Jeffreys's prior
Description
These functions compute different types of importance weights based on Jeffreys's priors used in arima_pi
.
Usage
approx_joint_jeffreys(psi, xreg = NULL, p, q, n)
approx_marginal_jeffreys(psi, p, q)
exact_joint_jeffreys(psi, xreg = NULL, p, q, n)
exact_marginal_jeffreys(psi, p, q, n)
Arguments
psi |
vector containing the ar and ma parameters (in that order). |
xreg |
matrix or data frame containing the exogenous variables (not including the intercept which is always included for non-differenced series) |
p |
number of ar parameters |
q |
number of ma parameters |
n |
length of the time series |
See Also
[Package tsPI version 1.0.4 Index]