View source: R/parameterReforms.R
reform_constrained_pars | R Documentation |
reform_constrained_pars
reforms the parameter vector of a model with linear constrains
to the "standard form" so that it's comparable with non-constrained models.
reform_constrained_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 such parameter vector corresponding to the input vector that is the form described in params
for non-restricted or restricted models (for non-constrained models), and can hence be used just as the
parameter vectors of non-constrained models.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.