search for: r_arima_lik

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 --------------------------------- [[alternative HTML version deleted]]

...issue cam up first when I look at the arima code. I see code like: myupARIMA <- function(mod, phi, theta) { . . . . mod } Then armafn <- function(p, trans) { . . . . Z <- upARIMA(mod, trarma[[1]], trarma[[2]]) . . . . res <- .Call(R_ARIMA_Like, x, Z$phi, Z$theta, Z$Delta, Z$a, Z$P, Z$Pn, as.integer(0), FALSE) . . . . } The question is that ARIMA_Like will make changes to the arrays Z$P etc. Since upARIMA essentially returns 'mod' are changes to the arrays passed as Z$... to ARUINA_Like refkected in the original ...

...: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) Z <- upARIMA(mod, trarma[[1]], trarma[[2...