Description Usage Arguments Value
View source: R/argumentChecks.R
parameter_checks
checks dimension, restrictions, and stationarity of the given parameter
of a GMAR, StMAR, or GStMAR model. Throws an error if any check fails. Does NOT consider the identifiability
condition!
1 2 3 4 5 6 7 8  parameter_checks(
p,
M,
params,
model = c("GMAR", "StMAR", "GStMAR"),
restricted = FALSE,
constraints = NULL
)

p 
a positive integer specifying the autoregressive order of the model. 
M 

params 
a real valued parameter vector specifying the model.
Symbol φ denotes an AR coefficient, σ^2 a variance, α a mixing weight, and ν a degrees of
freedom parameter. If 
model 
is "GMAR", "StMAR", or "GStMAR" model considered? In the GStMAR model, the first 
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 
Throws an informative error if any check fails. Does not return anything.
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