check_input_simfun: Input checker for simfun function

In Largevars: Testing Large VARs for the Presence of Cointegration

Input checker for simfun function

Description

This is an internal function that checks the validity of the inputs of the sim function function.

Usage

check_input_simfun(N, tau, stat_value, k, r, fin_sample_corr, sim_num, seed)

Arguments

N	a number representing the number of time series we want to simulate in the system
tau	a number representing the length of the time series we want to simulate in the system
stat_value	the test statistic value we want to calculate p-value based on
k	The number of lags we wish to employ in the VECM form (default: k=1)
r	The number of cointegrating relationships we impose on the H1 hypothesis (default: r=1)
sim_num	The number of simulation we wish to run.

Value

Nothing (or warning message) if all inputs are correct, and an error message otherwise.

Largevars documentation built on June 8, 2025, 11:18 a.m.