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simts

sarma_expand_unguided

(Internal) Expand the SARMA Parameters

Description

(Internal) Expand the SARMA Parameters

Usage

sarma_expand_unguided(params, np, nq, nsp, nsq, ns, p, q)

Arguments

params

A vec containing the theta values of the parameters.
np

An unsigned int containing the number of non-seasonal phi parameters.
nq

An unsigned int containing the number of non-seasonal theta parameters.
nsp

An unsigned int containing the number of seasonal phi parameters.
nsq

An unsigned int containing the number of seasonal theta parameters.
p

An unsigned int that is the total size of the phi vector.
q

An unsigned int that is the total size of the theta vector.

Value

A field<vec> that contains the expansion.

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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