calc_gradient |
Calculate gradient or Hessian matrix |
calc_hessian |
Calculate gradient or Hessian matrix |
change_parametrization |
Change parametrization of a parameter vector |
change_regime |
Change the specified regime of parameter vector to the given regime-parameter vector |
check_and_correct_data |
Check that the data is set correctly and correct if not |
check_constraint_mat |
Check the constraint matrices |
check_data |
Check that given object contains data |
check_gsmar |
Check that given object has class attribute 'gsmar' |
check_model |
Check that the argument 'model' is correctly specified. |
check_params_length |
Check that the parameter vector has the correct dimension |
check_pM |
Check that p and M are correctly set |
condmomentPlot |
DEPRECATED, USE 'cond_moment_plot' INSTEAD! Conditional mean or variance plot for GMAR, StMAR, and G-StMAR models |
condMoments |
DEPRECATED, USE 'cond_moments' INSTEAD! Calculate conditional moments of GMAR, StMAR, or G-StMAR model |
cond_moments |
Calculate conditional moments of GMAR, StMAR, or G-StMAR model |
cond_moment_plot |
Conditional mean or variance plot for GMAR, StMAR, and G-StMAR models |
GAfit |
Genetic algorithm for preliminary estimation of GMAR, StMAR, or G-StMAR model |
get_alpha_mt |
Get mixing weights alpha_mt (this function is for internal use) |
get_ar_roots |
Calculate absolute values of the roots of the AR characteristic polynomials |
get_foc |
Calculate gradient or Hessian matrix |
get_gradient |
Calculate gradient or Hessian matrix |
get_hessian |
Calculate gradient or Hessian matrix |
get_IC |
Calculate AIC, HQIC and BIC |
get_minval |
Returns the default smallest allowed log-likelihood for given data. |
get_regime_autocovs |
Calculate regime specific autocovariances *gamma*_{m,p} |
get_regime_means |
Calculate regime specific means mu_{m} |
get_regime_vars |
Calculate regime specific variances gamma_{m,0} |
get_soc |
Calculate gradient or Hessian matrix |
get_test_Omega |
Generate the covariance matrix Omega for quantile residual tests |
get_varying_h |
Get differences 'h' which are adjusted for overly large degrees of freedom parameters |
GSMAR |
Create object of class 'gsmar' defining a GMAR, StMAR, or G-StMAR model |
isStationary |
DEPRECATED, USE 'is_stationary' INSTEAD! Check the stationary condition of specified GMAR, StMAR, or G-StMAR model. |
is_identifiable |
Check the stationarity and identification conditions of specified GMAR, StMAR, or G-StMAR model. |
is_stationary |
Check the stationary condition of specified GMAR, StMAR, or G-StMAR model. |
is_stationary_int |
Check the stationarity and identification conditions of specified GMAR, StMAR, or G-StMAR model. |
iterate_more |
Maximum likelihood estimation of GMAR, StMAR, or G-StMAR model with preliminary estimates |
parameter_checks |
Check the parameter vector is specified correctly |
pick_alphas |
Pick mixing weights parameters from parameter vector |
pick_dfs |
Pick degrees of freedom parameters from a parameter vector |
pick_pars |
Pick phi_0 (or mu), AR-coefficients, and variance parameters from a parameter vector |
pick_phi0 |
Pick phi0 or mean parameters from parameter vector |
plot.gsmar |
Create object of class 'gsmar' defining a GMAR, StMAR, or G-StMAR model |
plot.gsmarpred |
Plot method for class 'gsmarpred' objects |
plot.qrtest |
Quantile residual tests for GMAR, StMAR , and G-StMAR models |
predict.gsmar |
Forecast GMAR, StMAR, or G-StMAR process |
print.gsmar |
Create object of class 'gsmar' defining a GMAR, StMAR, or G-StMAR model |
print.gsmarpred |
Print method for class 'gsmarpred' objects |
print.gsmarsum |
Print method from objects of class 'gsmarsum' |
print.lr |
Perform likelihood ratio test |
print.qrtest |
Quantile residual tests for GMAR, StMAR , and G-StMAR models |
print.wald |
Perform Wald test |
profile_logliks |
Plot profile log-likelihoods around the estimates |
quantileResidualPlot |
DEPRECATED, USE 'quantile_residual_plot' INSTEAD! Plot quantile residual time series and histogram |
quantileResiduals |
DEPRECATED, USE 'quantile_residuals' INSTEAD! Compute quantile residuals of GMAR, StMAR, or G-StMAR model |
quantileResidualTests |
DEPRECATED, USE 'quantile_residual_tests' INSTEAD! Quantile residual tests for GMAR, StMAR , and G-StMAR models |
quantile_residuals |
Compute quantile residuals of GMAR, StMAR, or G-StMAR model |
quantile_residuals_int |
Compute quantile residuals of GMAR, StMAR, or G-StMAR model |
quantile_residual_plot |
Plot quantile residual time series and histogram |
quantile_residual_tests |
Quantile residual tests for GMAR, StMAR , and G-StMAR models |
randomIndividual |
DEPRECATED, USE 'random_ind' OR 'smart_ind' INSTEAD! Create random GMAR, StMAR, or G-StMAR model compatible parameter vector |
random_arcoefs |
Create random AR coefficients |
random_ind |
Create random GMAR, StMAR, or G-StMAR model compatible parameter vector |
random_ind_int |
Create random GMAR, StMAR, or G-StMAR model compatible parameter vector |
random_regime |
Create random regime parameters |
reform_constrained_pars |
Reform parameter vector with linear constraints to correspond non-constrained parameter vector. |
reform_parameters |
Reform any parameter vector into standard form. |
reform_restricted_pars |
Reform parameter vector with restricted autoregressive parameters to correspond non-restricted parameter vector. |
regime_distance |
Calculate "distance" between two regimes |
remove_all_constraints |
Transform constrained and restricted parameter vector into the regular form |
residuals.gsmar |
Create object of class 'gsmar' defining a GMAR, StMAR, or G-StMAR model |
simudata |
Simulated data |
simulateGSMAR |
Simulate values from GMAR, StMAR, and G-StMAR processes |
smartIndividual |
DEPRECATED, USE 'random_ind' OR 'smart_ind' INSTEAD! Create random GMAR, StMAR, or G-StMAR model compatible parameter vector |
smart_ind |
Create random GMAR, StMAR, or G-StMAR model compatible parameter vector |
smart_ind_int |
Create random GMAR, StMAR, or G-StMAR model compatible parameter vector |
sort_components |
Sort the mixture components of a GMAR, StMAR, or G-StMAR model |
standard_errors |
Calculate standard errors for estimates of a GMAR, StMAR, or G-StMAR model |
stmarpars_to_gstmar |
Transform a StMAR or G-StMAR model parameter vector to a corresponding G-StMAR model parameter vector with large dfs parameters reduced. |
stmar_to_gstmar |
Estimate a G-StMAR model based on a StMAR model with large degrees of freedom parameters |
summary.gsmar |
Create object of class 'gsmar' defining a GMAR, StMAR, or G-StMAR model |
swap_parametrization |
Swap the parametrization of object of class 'gsmar' defining a GMAR, StMAR, or G-StMAR model |