check_pM: Check that p and M are correctly set

In uGMAR: Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models

Check that p and M are correctly set

Description

check_pM checks that the arguments p and M are correctly set.

Usage

check_pM(p, M, model = c("GMAR", "StMAR", "G-StMAR"))

Arguments

p	a positive integer specifying the autoregressive order of the model.
M	For GMAR and StMAR models: a positive integer specifying the number of mixture components. For G-StMAR models: a size (2x1) integer vector specifying the number of GMAR type components M1 in the first element and StMAR type components M2 in the second element. The total number of mixture components is M=M1+M2.
model	is "GMAR", "StMAR", or "G-StMAR" model considered? In the G-StMAR model, the first M1 components are GMAR type and the rest M2 components are StMAR type.

Value

Doesn't return anything but throws an informative error if something is wrong.

uGMAR documentation built on April 11, 2025, 5:50 p.m.