rsci_fit: Fit a regime switching cointegration vector error correction...

Description Usage Arguments Value

Description

This function takes data

Usage

1
rsci_fit(model, data, init_pars, fn_update, ...)

Arguments

model

rsci_model object, the object containing the initial model.

init_pars

vector or number, initial parameters for the freely varying elements in beta and the parameters in the probability function.

fn_update

function, a function that takes the values from a vector pars and allocates the parameters correctly to the model object. Returns a model object. The function must take the following arguments fn_update(pars, model). These are the free parameters in beta and the probability functions.

...

additional information to be passed to optim().

Value

an rsci_fit object


EmilNejst/rscivem documentation built on May 21, 2019, 1:41 p.m.