get_arma_order

If several names are provided (vector), it returns the maximum. If <code>pars_arma</code>
is an empty string, it returns <code>0</code>.

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_arma_order function

<dl><dt>pars_arma</dt>
<dd>Character vector</dd></dl>

Arguments

Extracts the order from ARMA parameter name(s) — get_arma_order

<dl>

<dt>pars_arma</dt>
<dd>Character vector</dd>

</dl>

get_arma_order: Extracts the order from ARMA parameter name(s)

Description

Usage

Value

Arguments