random_df: Create random degrees of freedom parameter values
In gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models

random_df

R Documentation

Create random degrees of freedom parameter values

random_df generates random M2 degrees of freedom parameter values, where M2 is number of StMVAR type regimes in the model-

random_df(M, model = c("GMVAR", "StMVAR", "G-StMVAR"))

`M`	For GMVAR and StMVAR models: a positive integer specifying the number of mixture components. For G-StMVAR models: a size `(2\times 1)` integer vector specifying the number of GMVAR type components `M1` in the first element and StMVAR type components `M2` in the second element. The total number of mixture components is `M=M1+M2`.
`model`	is "GMVAR", "StMVAR", or "G-StMVAR" model considered? In the G-StMVAR model, the first `M1` components are GMVAR type and the rest `M2` components are StMVAR type.

GMVAR models:: a numeric vector of length zero.
StMVAR models:: a numeric vector of length M with random entries strictly larger than two.
G-StMVAR models:: a numeric vector of length M2 with random entries strictly larger than two.