Displaying 2 results from an estimated 2 matches for "r_arima_transpar".
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r_arima_transpars
2009 Mar 06
0
modifying a built in function from the stats package (fixing arima) (CONCLUSIONS)
...<- 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]])
if (ncxreg > 0)
x <- x - xreg %*% par[narma + (1:ncxreg)]
res <- .Call(R_ARIMA_Like, x, Z$phi, Z$theta, Z$Delta,
Z$a, Z$P, Z$Pn, as.integer(0), FALSE)
s2 <- res[1]/...
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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