Class "MixVAR" — mixture vector autoregressive models

Mixture vector autoregressive models

Objects from the Class

A virtual Class: No objects may be created from it.

Derived classes add distribution properties, e.g. use class "MixVARGaussian" for MixVAR models with Gaussian error components.

Slots

prob:

the mixing probabilities, an object of class "numeric"

order:

Object of class "numeric" ~~

shift:

Object of class "matrix" ~~

vcov:

Object of class "array" ~~

arcoef:

Object of class "raggedCoefV" ~~

Methods

fit_mixVAR

signature(x = "ANY", model = "MixAR"): ...

Author

Davide Ravagli

See also

class "MixVARGaussian"