Displaying 3 results from an estimated 3 matches for "arimass".
2004 Aug 02
3
help(arima) return value typo?
in ?arima (R-1.9.1), the return value component 'convergence' should be
'code'?
(it's a pity there is no reliable way to check return value documentation
consistency with the code, or is there?)
h.
----------------------------------
Hiroyuki Kawakatsu
School of Management and Economics
25 University Square
Queen's University, Belfast
Belfast BT7 1NN
Northern Ireland
2004 Aug 02
3
help(arima) return value typo?
in ?arima (R-1.9.1), the return value component 'convergence' should be
'code'?
(it's a pity there is no reliable way to check return value documentation
consistency with the code, or is there?)
h.
----------------------------------
Hiroyuki Kawakatsu
School of Management and Economics
25 University Square
Queen's University, Belfast
Belfast BT7 1NN
Northern Ireland
2009 Mar 06
0
modifying a built in function from the stats package (fixing arima) (CONCLUSIONS)
...+ 1)
if (p > 0)
mod$T[1:p, 1] <- phi
if (r > 1)
mod$Pn[1:r, 1:r] <- .Call(R_getQ0, phi, theta)
else if (p > 0)
mod$Pn[1, 1] <- 1/(1 - phi^2)
else mod$Pn[1, 1] <- 1
mod$a[] <- 0
mod
}
arimaSS <- function(y, mod) {
.Call(R_ARIMA_Like, y, mod$phi, mod$theta, mod$Delta,
mod$a, mod$P, mod$Pn, as.integer(0), TRUE)
}
armafn <- function(p, trans) {
par <- coef
par[mask] <- p
trarma <- .Call(R_ARIMA_transPars, par, arma, trans)...