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r_arima_undopars
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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2009 Mar 06
0
modifying a built in function from the stats package (fixing arima) (CONCLUSIONS)
...E)
res$convergence <- oldcode
coef[mask] <- res$par
}
A <- .Call(R_ARIMA_Gradtrans, as.double(coef), arma)
A <- A[mask, mask]
var <- t(A) %*% solve(res$hessian * n.used) %*% A
coef <- .Call(R_ARIMA_undoPars, coef, arma)
}
else var <- if (no.optim)
numeric(0)
else solve(res$hessian * n.used)
trarma <- .Call(R_ARIMA_transPars, coef, arma, FALSE)
mod <- makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa)
val <- if (ncxreg > 0)...