Internal mixAR functions

Functions for the distributions of the components of MixAR models

Usage

get_edist(model)
noise_dist(model, what, expand = FALSE)
noise_rand(model, expand = FALSE)
noise_params(model)
set_noise_params(model, nu)

Arguments

model

a model.

what

the property, a character string.

expand

if TRUE, expand the list to length equal to the number of components, see Details.

nu

degrees of freedom.

Details

get_edist gives the distributions of the noise components of model. noise_dist gives property what of the noise distribution. noise_rand gives a list of functions for simulation from the component distributions.

In each case, the list contains one element for each component but if it is of length one, then the only element is common for all components. To force a complete list even in this case, use expand = TRUE.

noise_params gives the parameters of the model as a numeric vector.

The distribution is specified as a list. Element "dist" contain the distribution. Element "generator" is a function that generates a distribution like the one specified. If "dist" is absent or NULL, the generator is called to generate a distribution object.

Initially the distribution itself was used for slot dist. For compatibility with old code using that format, this is still supported.

See also

fdist_stdnorm, fdist_stdt, fn_stdt.