Displaying 2 results from an estimated 2 matches for "r_arima_invtran".
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r_arima_invtrans
2007 Jan 18
0
arima function
I want to modify the arima function. Can anyone can tell me what are the objects: R_ARIMA_transPars,R_ARIMA_Like, R_ARIMA_Invtrans, R_ARIMA_undoPars...?
Thanks.
best regards.
YG
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[[alternative HTML version deleted]]
2009 Mar 06
0
modifying a built in function from the stats package (fixing arima) (CONCLUSIONS)
...:arma[1]]))
stop("non-stationary AR part")
if (arma[3] > 0)
if (!arCheck(init[sum(arma[1:2]) + 1:arma[3]]))
stop("non-stationary seasonal AR part")
if (transform.pars)
init <- .Call(R_ARIMA_Invtrans, as.double(init),
arma)
}
}
else init <- init0
coef <- as.double(fixed)
skip<-0
if (!("parscale" %in% names(optim.control)))
optim.control$parscale <- parscale[mask]
if (method == "CSS") {
res <- i...