VARMAcov_muted function

This is a nearly exact copy of the MTS::VARMAcov function, where the output commands at the end are removed. This has to be done because the function is called repeatedly within the MCMC algorithm. For future versions of the package, a better solution is intended.

This is a nearly exact copy of the MTS::VARMAcov function, where the output commands at the end are removed. This has to be done because the function is called repeatedly within the MCMC algorithm. For future versions of the package, a better solution is intended.

VARMAcov_muted(Phi = NULL, Theta = NULL, Sigma = NULL, lag = 12, trun = 120)
beyondWhittle packageRead PDF manual
  • Maintainer: Renate Meyer
  • License: GPL (>= 3)
  • Last published: 2024-11-25

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