VoseTimeBMAObject | Vose Software


See also: VoseBMA, VoseBMAObject, VoseBMAProb, VoseBMAProb10, VoseCopulaBMA, VoseCopulaBMAObject, VoseTimeBMA

VoseTimeBMAObject({TimeSeriesFitObjects}, {Priors})



Example model

This function defines a BMA fitted time series.

{TimeSeriesFitObjects} – is an array of k time series objects fitted to the same data set.

{Priors} – is an optional array of length k of subjective prior weights. If omitted, the weights are assumed equal.


Note: all fitted time series must be of the same dimension and apply to the same data set.