View source: R/pickAndChangeParams.R
pick_pars | R Documentation |
\phi_0
(or \mu
), AR-coefficients, and variance parameters from a parameter vectorpick_pars
picks \phi_0
/\mu
, AR-coefficients, and variance parameters from
the given parameter vector.
pick_pars(
p,
M,
params,
model = c("GMAR", "StMAR", "G-StMAR"),
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 |
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 |
Returns a ((p+2)xM)
matrix containing the parameters, column for each component.
The first row for \phi_0
or \mu
depending on the parametrization, the second row
for \phi_1
, ..., the second to last row for \phi_p
, and the last row for \sigma^2
.
@keywords internal
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