reform_data {gmvarkit} | R Documentation |
Reform data
Description
reform_data
reforms the data into a form that is
easier to use when calculating log-likelihood values etc.
Usage
reform_data(data, p)
Arguments
data |
a matrix or class |
p |
a positive integer specifying the autoregressive order of the model. |
Value
Returns the data reformed into a ((n_obs-p+1)x(dp))
matrix. The i:th row
of the matrix contains the vector (y_{i-1}',...,y_{i-p}')
((dp)x1)
, where
y_{i}=(y_{1i},...,y_{di})
(dx1)
.
Warning
No argument checks!
[Package gmvarkit version 2.1.3 Index]