Diagnostic.Carma {yuima} | R Documentation |
Diagnostic Carma model
Description
This function verifies if the condition of stationarity is satisfied.
Usage
Diagnostic.Carma(carma)
Arguments
carma |
An object of class |
Value
Logical variable. If TRUE
, Carma is stationary.
Author(s)
YUIMA TEAM
Examples
mod1 <- setCarma(p = 2, q = 1, scale.par = "sig",
Carma.var = "y")
param1 <- list(a1 = 1.39631, a2 = 0.05029, b0 = 1,
b1 = 1, sig = 1)
samp1 <- setSampling(Terminal = 100, n = 200)
set.seed(123)
sim1 <- simulate(mod1, true.parameter = param1,
sampling = samp1)
est1 <- qmle(sim1, start = param1)
Diagnostic.Carma(est1)
[Package yuima version 1.15.27 Index]