| add_data | Add data to an object of class 'gsmvar' defining a GMVAR,... |
| all_pos_ints | Check whether all arguments are positive integers |
| alt_gsmvar | Construct a GMVAR, StMVAR, or G-StMVAR model based on results... |
| calc_gradient | Calculate gradient or Hessian matrix |
| change_parametrization | Change parametrization of a parameter vector |
| change_regime | Change regime parameters *upsilon_{m}* =... |
| check_constraints | Check the constraint matrix has the correct form |
| check_data | Check the data is in the correct form |
| check_gsmvar | Checks whether the given object has class attribute 'gsmvar' |
| check_null_data | Checks whether the given object contains data |
| check_parameters | Check that the given parameter vector satisfies the model... |
| check_pMd | Check that p, M, and d are correctly set |
| check_same_means | Check whether the parametrization is correct for usage of... |
| cond_moment_plot | Conditional mean or variance plot for a GMVAR, StMVAR, or... |
| cond_moments | Compute conditional moments of a GMVAR, StMVAR, or G-StMVAR... |
| create_J_matrix | Create a special matrix J |
| diagnostic_plot | Quantile residual diagnostic plot for a GMVAR, StMVAR, or... |
| diag_Omegas | Simultaneously diagonalize two covariance matrices |
| dlogmultinorm | Calculate logarithms of multiple multivariate normal... |
| dlogmultistudent | Calculate logarithms of multiple multivariate Student's t... |
| estimate_sgsmvar | Maximum likelihood estimation of a structural GMVAR, StMVAR,... |
| euromone | Euro area macroeconomic data used in Virolainen (in press) |
| fitGSMVAR | Two-phase maximum likelihood estimation of a GMVAR, StMVAR,... |
| format_valuef | Function factory for value formatting |
| form_boldA | Form the ((dp)x(dp)) "bold A" matrices related to the VAR... |
| GAfit | Genetic algorithm for preliminary estimation of a GMVAR,... |
| gdpdef | U.S. real GDP percent change and GDP implicit price deflator... |
| get_alpha_mt | Get mixing weights alpha_mt (this function is for internal... |
| get_boldA_eigens | Calculate absolute values of the eigenvalues of the "bold A"... |
| get_IC | Calculate AIC, HQIC, and BIC |
| get_minval | Returns the default smallest allowed log-likelihood for given... |
| get_omega_eigens | Calculate the eigenvalues of the "Omega" error term... |
| get_regime_autocovs | Calculate regimewise autocovariance matrices |
| get_regime_autocovs_int | Calculate regimewise autocovariance matrices |
| get_regime_means | Calculate regime means mu_{m} |
| get_regime_means_int | Calculate regime means mu_{m} |
| get_Sigmas | Calculate the dp-dimensional covariance matrices Sigma_{m,p}... |
| get_symmetric_sqrt | Calculate symmetric square root matrix of a positive definite... |
| get_test_Omega | Compute covariance matrix Omega used in quantile residual... |
| get_unconstrained_structural_pars | Get structural parameters that indicate there are no... |
| get_varying_h | Get differences 'h' which are adjusted for overly large... |
| GFEVD | Estimate generalized forecast error variance decomposition... |
| GIRF | Estimate generalized impulse response function for structural... |
| gmvarkit-package | gmvarkit: Estimate Gaussian and Student's t Mixture Vector... |
| gmvar_to_gsmvar | Makes the old class 'gmvar' objects compatible with the... |
| GSMVAR | Create a class 'gsmvar' object defining a reduced form or... |
| gsmvar_to_sgsmvar | Switch from two-regime reduced form GMVAR, StMVAR, or... |
| in_paramspace | Determine whether the parameter vector lies in the parameter... |
| in_paramspace_int | Determine whether the parameter vector lies in the parameter... |
| is_stationary | Check the stationary condition of a given GMVAR, StMVAR, or... |
| iterate_more | Maximum likelihood estimation of a GMVAR, StMVAR, or G-StMVAR... |
| linear_IRF | Estimate linear impulse response function based on a single... |
| loglikelihood | Compute log-likelihood of a GMVAR, StMVAR, or G-StMVAR model... |
| loglikelihood_int | Compute log-likelihood of a GMVAR, StMVAR, and G-StMVAR... |
| LR_test | Perform likelihood ratio test for a GMVAR, StMVAR, or... |
| mat_power | Compute the j:th power of a square matrix A |
| n_params | Calculate the number of parameters in a GMVAR, StMVAR, or... |
| Pearson_residuals | Calculate multivariate Pearson residuals of a GMVAR, StMVAR,... |
| pick_allA | Pick coefficient all matrices |
| pick_all_phi0_A | Pick all phi_{m,0} or mu_{m} and A_{m,1},...,A_{m,p}... |
| pick_alphas | Pick mixing weight parameters alpha_{m}, m=1,...,M |
| pick_Am | Pick coefficient matrices |
| pick_Ami | Pick coefficient matrix |
| pick_df | Pick the degrees of freedom parameters... |
| pick_lambdas | Pick the structural parameters eigenvalue 'lambdas' |
| pick_Omegas | Pick covariance matrices |
| pick_phi0 | Pick phi_{m,0} or mu_{m}, m=1,..,M vectors |
| pick_regime | Pick regime parameters *upsilon_{m}* =... |
| pick_W | Pick the structural parameter matrix W |
| plot.gsmvarpred | plot method for class 'gsmvarpred' objects |
| predict.gsmvar | Predict method for class 'gsmvar' objects |
| print.gsmvarpred | Print method for class 'gsmvarpred' objects |
| print.gsmvarsum | Summary print method from objects of class 'gsmvarsum' |
| print.hypotest | Print method for the class hypotest |
| print_std_errors | Print standard errors of a GMVAR, StMVAR, or G-StMVAR model... |
| profile_logliks | Plot profile log-likehoods around the estimates |
| quantile_residuals | Calculate multivariate quantile residuals of a GMVAR, StMVAR,... |
| quantile_residuals_int | Calculate multivariate quantile residuals of GMVAR, StMVAR,... |
| quantile_residual_tests | Quantile residual tests |
| random_coefmats | Create random VAR-model (dxd) coefficient matrices A. |
| random_coefmats2 | Create random stationary VAR model (dxd) coefficient matrices... |
| random_covmat | Create random VAR model error term covariance matrix |
| random_df | Create random degrees of freedom parameter values |
| random_ind | Create random mean-parametrized parameter vector of a GMVAR,... |
| random_ind2 | Create somewhat random parameter vector of a GMVAR, StMVAR,... |
| Rao_test | Perform Rao's score test for a GSMVAR model |
| redecompose_Omegas | In the decomposition of the covariance matrices (Muirhead,... |
| reform_constrained_pars | Reform constrained parameter vector into the "standard" form |
| reform_data | Reform data |
| reform_structural_pars | Reform structural parameter vector into the "standard" form |
| regime_distance | Calculate "distance" between two (scaled) regimes... |
| reorder_W_columns | Reorder columns of the W-matrix and lambda parameters of a... |
| simulate.gsmvar | Simulate method for class 'gsmvar' objects |
| simulate_gsmvar_int | INTERNAL Simulate method for class 'gsmvar' objects |
| smart_covmat | Create random VAR-model (d\times d) error term covariance... |
| smart_df | Create random degrees of freedom parameter values close to... |
| smart_ind | Create random parameter vector of a GMVAR, StMVAR, or... |
| sort_and_standardize_alphas | Sort mixing weight parameters in a decreasing order and... |
| sort_components | Sort components in parameter vector according to mixing... |
| sort_W_and_lambdas | Sort the columns of W matrix by sorting the lambda parameters... |
| standard_errors | Calculate standard errors for estimates of a GMVAR, StMVAR,... |
| stmvarpars_to_gstmvar | Transform a StMVAR (or G-StMVAR) model parameter vector to... |
| stmvar_to_gstmvar | Estimate a G-StMVAR model based on a StMVAR model that has... |
| swap_parametrization | Swap the parametrization of a GMVAR, StMVAR, or G-StMVAR... |
| swap_W_signs | Swap all signs in pointed columns a the W matrix of a... |
| uncond_moments | Calculate the unconditional mean, variance, the first p... |
| uncond_moments_int | Calculate the unconditional mean, variance, the first p... |
| unvec | Reverse vectorization operator |
| unvech | Reverse operator of the parsimonious vectorization operator... |
| unWvec | Reverse vectorization operator that restores zeros |
| update_numtols | Update the stationarity and positive definiteness numerical... |
| usamon | U.S. macroeconomic data used in Virolainen (2025) |
| usamone | U.S. macroeconomic data |
| VAR_pcovmat | Calculate the dp-dimensional covariance matrix of p... |
| vec | Vectorization operator |
| vech | Parsimonious vectorization operator for symmetric matrices |
| Wald_test | Perform Wald test for a GMVAR, StMVAR, or G-StMVAR model |
| warn_df | Warn about large degrees of freedom parameter values |
| warn_eigens | Warn about near-unit-roots in some regimes |
| Wvec | Vectorization operator that removes zeros |
