Uses of Class
dev.nm.stat.timeseries.linear.multivariate.MultivariateAutoCovarianceFunction
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Packages that use MultivariateAutoCovarianceFunction Package Description dev.nm.stat.timeseries.linear.multivariate.stationaryprocess dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma -
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Uses of MultivariateAutoCovarianceFunction in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess
Constructors in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess with parameters of type MultivariateAutoCovarianceFunction Constructor Description MultivariateForecastOneStep(MultivariateIntTimeTimeSeries Xt, MultivariateAutoCovarianceFunction K)
Construct an instance of InnovationAlgorithm for a multivariate time series with known auto-covariance structure.MultivariateInnovationAlgorithm(int T, MultivariateAutoCovarianceFunction K)
Run the Innovation Algorithm to compute the prediction parameters, V and Θ. -
Uses of MultivariateAutoCovarianceFunction in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma
Subclasses of MultivariateAutoCovarianceFunction in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma Modifier and Type Class Description class
VARMAAutoCovariance
Compute the Auto-CoVariance Function (ACVF) for a vector AutoRegressive Moving Average (ARMA) model, assuming that EXt = 0.
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