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]