carma.info-class function

Class for information about CARMA(p,q) model

The carma.info-class is a class of the yuima package. class

Slots

• p:: Number of autoregressive coefficients.
• q:: Number of moving average coefficients.
• loc.par:: Label of location coefficient.
• scale.par:: Label of scale coefficient.
• ar.par:: Label of autoregressive coefficients.
• ma.par:: Label of moving average coefficients.
• lin.par:: Label of linear coefficients.
• Carma.var:: Label of the observed process.
• Latent.var:: Label of the unobserved process.
• XinExpr:: Logical variable. If XinExpr=FALSE, the starting condition of Latent.var is zero otherwise each component of Latent.var has a parameter as a starting point.

Details

The carma.info-class object cannot be directly specified by the user but it is constructed when the yuima.carma-class object is constructed via setCarma.

Author(s)

The YUIMA Project Team