Class MARModel


  • public class MARModel
    extends MARMAModel
    This is equivalent to MARMA(p, 0).

    The R equivalent function is evd::mar.

    • Constructor Detail

      • MARModel

        public MARModel​(double[] AR)
        Create an instance with the AR coefficients, using FrechetDistribution as the GEV distribution.
        Parameters:
        AR - the AR coefficients \(\phi_i\)
      • MARModel

        public MARModel​(double[] AR,
                        UnivariateEVD dist)
        Create an instance with the AR coefficients, and a GEV distribution for generating innovations.
        Parameters:
        AR - the AR coefficients \(\phi_i\)
        dist - the GEV distribution