expectation_identity {countSTAR}R Documentation

Estimate the mean for a STAR process

Description

Estimate the conditional expectation for a STAR process under the identity link function.

Usage

expectation_identity(a, Jmax, Mu, sigma_t, Offset)

Arguments

a

Jmaxmax-dimensional vector of STAR integers a_j

Jmax

T x m matrix of maximum integer values to consider

Mu

T x m matrix of latent means

sigma_t

T-dimensional vector of time-dependent latent error sd's

Offset

T x m matrix of offsets

Value

Zhat T x m matrix of conditional expectations

Note

This function uses Rcpp for computational efficiency.


[Package countSTAR version 1.0.2 Index]