Description Usage Arguments Value
View source: R/argumentChecks.R
check_constraint_mat
checks for some parts that the constraint matrices are correctly set.
1 | check_constraint_mat(p, M, restricted = FALSE, constraints = NULL)
|
p |
a positive integer specifying the autoregressive order of the model. |
M |
|
restricted |
a logical argument stating whether the AR coefficients φ_{m,1},...,φ_{m,p} are restricted to be the same for all regimes. |
constraints |
specifies linear constraints imposed to each regime's autoregressive parameters separately.
The symbol φ denotes an AR coefficient. Note that regardless of any constraints, the autoregressive order
is always |
Doesn't return anything but throws an informative error if finds out that something is wrong.
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