get_mu_yt_Cpp {sstvars} | R Documentation |
Calculate the conditional means of the process
Description
Calculates the conditional means \mu_{y,t}
of the process
Usage
get_mu_yt_Cpp(obs, all_phi0, all_A, alpha_mt)
Arguments
obs |
a |
all_phi0 |
a |
all_A |
a |
alpha_mt |
a |
Value
a (T \times d)
matrix such that the i:th row contains the conditional
mean of the process.
[Package sstvars version 1.1.2 Index]