search for: r_arima_transpar

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Did you mean: 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 --------------------------------- [[alternative HTML version deleted]]