Class ARModel

    • Constructor Detail

      • ARModel

        public ARModel​(double mu,
                       double[] AR,
                       double sigma)
        Construct a univariate AR model.
        Parameters:
        mu - the intercept (constant) term
        AR - the AR coefficients (excluding the initial 1)
        sigma - the white noise variance
      • ARModel

        public ARModel​(double mu,
                       double[] AR)
        Construct a univariate AR model with unit variance.
        Parameters:
        mu - the intercept (constant) term
        AR - the AR coefficients (excluding the initial 1)
      • ARModel

        public ARModel​(double[] AR,
                       double sigma)
        Construct a univariate AR model with zero-intercept (mu).
        Parameters:
        AR - the AR coefficients (excluding the initial 1)
        sigma - the white noise variance
      • ARModel

        public ARModel​(double[] AR)
        Construct a univariate AR model with unit variance and zero-intercept (mu).
        Parameters:
        AR - the AR coefficients (excluding the initial 1)
      • ARModel

        public ARModel​(ARModel that)
        Copy constructor.
        Parameters:
        that - a univariate AR model