get_ar_code

Developer note: Ensuring that this can be used in both simulate() and JAGS
got quite messy with a lot of if-statements. It works but some refactoring
may be good in the future.

internal

Flexible and informed regression with Multiple Change Points. 'mcp' can infer change points in means, variances, autocorrelation structure, and any combination of these, as well as the parameters of the segments in between. All parameters are estimated with uncertainty and prediction intervals are supported - also near the change points. 'mcp' supports hypothesis testing via Savage-Dickey density ratio, posterior contrasts, and cross-validation. 'mcp' is described in Lindeløv (submitted) <doi:10.31219/osf.io/fzqxv> and generalizes the approach described in Carlin, Gelfand, & Smith (1992) <doi:10.2307/2347570> and Stephens (1994) <doi:10.2307/2986119>.

Jonas Kristoffer Lindel<c3><b8>v

Regression with Multiple Change Points

Jonas Kristoffer Lindeløv

get_ar_code function

<dl><dt>ar_order</dt>
<dd>Positive integer. The order of ARMA</dd>
<dt>family</dt>
<dd>An mcpfamily object</dd>
<dt>is_R</dt>
<dd>Bool. Is this R code (TRUE) or JAGS code (FALSE)?</dd></dl>

Arguments

Jonas Kristoffer Lindeløv <a href="/link/jonas%40lindeloev.dk?package=mcp&version=0.3.3" data-mini-rdoc="mcp::jonas@lindeloev.dk">jonas@lindeloev.dk</a>

Author

Gets code for ARMA terms, resulting in a "resid_" — get_ar_code

<dl>

<dt>ar_order</dt>
<dd>Positive integer. The order of ARMA</dd>


<dt>family</dt>
<dd>An mcpfamily object</dd>


<dt>is_R</dt>
<dd>Bool. Is this R code (TRUE) or JAGS code (FALSE)?</dd>

</dl>

Jonas Kristoffer Lindeløv <a href='mailto:jonas@lindeloev.dk'>jonas@lindeloev.dk</a>

get_ar_code: Gets code for ARMA terms, resulting in a "resid_"

Description

Usage

Value

Arguments

Author