ardec.sampling {ArDec}R Documentation

Auxiliary function

Description

Auxiliary function: sampling from a linear model posterior distribution assuming a reference (non-informative) prior

Usage

ardec.sampling(x, fit)

Arguments

x time series
fit object of class "lm" from a linear regression fit

Value

ARcoef vector of autoregressive parameters sampled from the posterior distribution

Author(s)

S. M. Barbosa

Examples

data(tempEng)
model=ardec.lm(tempEng)
ardec.sampling(tempEng,model)


[Package ArDec version 1.2-3 Index]