check_pMd: Check that p, M, and d are correctly set

In sstvars: Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models

Check that p, M, and d are correctly set

Description

check_pMd checks the arguments p, M, and d.

Usage

check_pMd(
  p,
  M,
  d,
  weight_function = c("relative_dens", "logistic", "mlogit", "exponential", "threshold",
    "exogenous"),
  identification = c("reduced_form", "recursive", "heteroskedasticity",
    "non-Gaussianity")
)

Arguments

p	the autoregressive order of the model
M	the number of regimes
d	the number of time series in the system, i.e., the dimension

Value

Throws an error if something is wrong.

sstvars documentation built on April 11, 2025, 5:47 p.m.