rmixar function

Random data generation from the mixture of Gaussian linear (Markov-switching) autoregressive models for hhsmm model

Generates vectors of observations from mixture of Gaussian linear (Markov-switching) autoregressive model in a specified state and using the parameters of a specified model

rmixar(j, model, x)

Arguments

• j: a specified state
• model: a hhsmmspec model
• x: the previous x vector as the covariate of the autoregressive model

Returns

a random matrix of observations from mixture of Gaussian linear (Markov-switching) autoregressive model

Author(s)

Morteza Amini, morteza.amini@ut.ac.ir