View source: R/geneticAlgorithm.R
change_regime | R Documentation |
change_regime
changes the specified regime of the parameter vector to correspond the given
regime-parameter vector and returns the modified parameter vector. Does not affect mixing weight parameters.
change_regime(
p,
M,
params,
model = c("GMAR", "StMAR", "G-StMAR"),
restricted = FALSE,
constraints = NULL,
regime_params,
regime
)
p |
a positive integer specifying the autoregressive order of the model. |
M |
|
params |
a real valued parameter vector specifying the model.
Symbol |
model |
is "GMAR", "StMAR", or "G-StMAR" model considered? In the G-StMAR model, the first |
restricted |
a logical argument stating whether the AR coefficients |
constraints |
specifies linear constraints imposed to each regime's autoregressive parameters separately.
The symbol |
regime_params |
a numeric vector specifying the parameter values that should be inserted to the specified regime.
|
regime |
a positive integer in the interval [1, M] defining which regime should be changed. |
Returns modified parameter vector of the form described in params
.
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