Get1G {FitAR}R Documentation

Internal Utility Function: BLUE mean

Description

This function is not normally used directly by the user. It is used in the exact mle for mean.

Usage

Get1G(phi, n)

Arguments

phi vector of AR coefficients
n length of series

Details

Value

A vector used in the mle computation of the mean

Author(s)

A.I. McLeod

See Also

GetARMeanMLE

Examples

#Simulate an AR(2) and compute the exact mle for mean
set.seed(7771111)
n<-50
phi<-c(1.8,-0.9)
z<-SimulateGaussianAR(phi, n)
g1<-Get1G(phi, length(z))
sum(g1*z)/sum(g1)
#sample mean
mean(z)
#more directly with getArMu
GetARMeanMLE(z,phi)

[Package FitAR version 1.0 Index]