Package dev.nm.stat.evt.timeseries
Class MARModel
- java.lang.Object
-
- dev.nm.stat.evt.timeseries.MARMAModel
-
- dev.nm.stat.evt.timeseries.MARModel
-
public class MARModel extends MARMAModel
This is equivalent to MARMA(p, 0). The R equivalent function isevd::mar
.
-
-
Constructor Summary
Constructors Constructor Description MARModel(double[] AR)
Create an instance with the AR coefficients, usingFrechetDistribution
as the GEV distribution.MARModel(double[] AR, UnivariateEVD dist)
Create an instance with the AR coefficients, and a GEV distribution for generating innovations.
-
-
-
Constructor Detail
-
MARModel
public MARModel(double[] AR)
Create an instance with the AR coefficients, usingFrechetDistribution
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
-
-