unpack_arma

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

unpack_arma function

<dl><dt>form_str_in</dt>
<dd>A character. These are allowed: "ar(number)" or "ar(number, formula)"</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

Unpack arma order and formula — unpack_arma

<dl>

<dt>form_str_in</dt>
<dd>A character. These are allowed: "ar(number)" or "ar(number, formula)"</dd>

</dl>

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

unpack_arma: Unpack arma order and formula

Description

Usage

Value

Arguments

Author