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sarma_expand

Expand Parameters for an SARMA object

Description

Creates an expanded PHI and THETA vector for use in other objects.

Usage

sarma_expand(params, objdesc)

Arguments

params

A vec containing the theta values of the parameters.
objdesc

A vec containing the model term information.

Details

The objdesc is assumed to have the structure of:

  • AR(p)

  • MA(q)

  • SAR(P)

  • SMA(Q)

  • Seasons

Value

A field<vec> of size two as follows:

  • AR values

  • THETA values

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

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