simts: Rcpp_ARIMA – R documentation

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Rcpp_ARIMA

Hook into R's ARIMA function

Description

Uses R's ARIMA function to obtain CSS values for starting condition

Usage

Rcpp_ARIMA(data, params)

Arguments

`data`	A `vec` of data.
`params`	A `vec` of the ARMA parameters

Value

A vec containing the CSS of the ARMA parameters.

simts

Time Series Analysis Tools

v0.1.1

AGPL-3 | file LICENSE

Authors

Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]

Initial release

2019-07-21