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mu -> \mu #13

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mu -> \mu #13

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4 changes: 2 additions & 2 deletions R/hhh4_new.R
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Original file line number Diff line number Diff line change
Expand Up @@ -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}.
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