phiFromBeta_normalInverseWishart {beyondWhittle} | R Documentation |
Convert vector parametrization (beta) to matrix-parametrization (phi), the latter as e.g. used in MTS::VAR()$ar
Description
Convert vector parametrization (beta) to matrix-parametrization (phi), the latter as e.g. used in MTS::VAR()$ar
Usage
phiFromBeta_normalInverseWishart(beta, K, p)
Arguments
beta |
coefficient vector, of dimension K*d*d |
K |
positive integer, vector dimensionality |
p |
nonnegarive integer, VAR order |
Value
K times K*p coefficient matrix
[Package beyondWhittle version 1.2.1 Index]