View source: R/parameterReforms.R
remove_all_constraints | R Documentation |
remove_all_constraints
transforms constrained and restricted parameter vector into the regular form.
remove_all_constraints(
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 and non-constrained models.
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