View source: R/pickAndChangeParams.R
pick_phi0 | R Documentation |
pick_phi0
picks and returns the phi0 or mean parameters from parameter vector.
pick_phi0(
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 vector of length M
containing the phi0 or mean parameters depending
parametrization.
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