Man pages for EmilNejst/rscivem
| calculate_regime_residuals | Cacluate regime specific residuals |
| check_for_null_regime | Check for the number |
| estimate_closed_form_pars | Estimate model parameters |
| estimate_error_covariances | Estimate the covariance matrices given filtered probabilities... |
| estimate_least_squares | Estimate least squares parameters alpha and Gamma |
| get_U | Construct U |
| initial_Omega | Estimate initial parameters for Phi and Omega. |
| rsci_build_linres_Omega | Construct linear restriction matrices for a set of common... |
| rsci_build_linres_Phi | Construct linear restriction matrices for a set of common... |
| rsci_data | Build the classic cointegration data structures Z0, Z1 and... |
| rsci_fit | Fit a regime switching cointegration vector error correction... |
| rsci_loglik | Calculate the logliklihood value some data given a model. |
| rsci_model | Create a regime switching cointegrated vector error... |
| rsci_monte_carlo | Do a monte carlo simulation of the estimation procedure. |
| rsci_simulate | Simulate a data series from a regime switching error... |
| unvech | Unvech undoes the vech operation |
| vech | Vech operator as in Magnus and Neudecker. |
| vec_Omega_2_list_Omega | Transform the vectorized version of Omega into the list... |
| vec_Phi_2_List_Phi | Trandsform the vector version of Phi to the list version |
