From d3bc8050bcf1d164d91bf8ed214ef3f65975003f Mon Sep 17 00:00:00 2001 From: Maria <33788128+mariabnd@users.noreply.github.com> Date: Sun, 30 Jul 2023 14:03:17 +0200 Subject: [PATCH] mu -> \mu --- R/hhh4_new.R | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/R/hhh4_new.R b/R/hhh4_new.R index 4246d09..c3a84fe 100644 --- a/R/hhh4_new.R +++ b/R/hhh4_new.R @@ -144,10 +144,10 @@ fit_par_lag <- function(stsObj, control, check.analyticals = FALSE, range_par, u #' #' The standard \code{hhh4} function only allows for models with #' first lags i.e. of the form -#' \deqn{mu_{it} = \lambda_{it}X_{i, t - 1} + \phi_{it}\sum_{j != i}w_{ji}X_{j, t - 1} + \nu_{it},} +#' \deqn{\mu_{it} = \lambda_{it}X_{i, t - 1} + \phi_{it}\sum_{j != i}w_{ji}X_{j, t - 1} + \nu_{it},} #' see \code{?hhh4}. The extension \code{hhh4_lag} allows to specify #' models of the form -#' \deqn{mu_{it} = \lambda_{it}\sum_{q= 1}^Q u_q X_{i, t - q} + \phi_{it}\sum_{j\neq i}sum_{q= 1}^Q w_{ji}u_q X_{j, t - q} + \nu_{it}.} +#' \deqn{\mu_{it} = \lambda_{it}\sum_{q= 1}^Q u_q X_{i, t - q} + \phi_{it}\sum_{j\neq i}sum_{q= 1}^Q w_{ji}u_q X_{j, t - q} + \nu_{it}.} #' Here the first lags are now replaced by weighted sums of the Q #' previous observations. The weights u_q, q = 1, ..., Q sum up to #' 1 and need to be parametrizable by a single scalar parameter. The value of this parameter needs to be passed as \code{control$par_lag}.