lik_params_bounds: Give natural limits for parameters of a MixAR model.

In GeoBosh/mixAR: Mixture Autoregressive Models

Give natural limits for parameters of a MixAR model.

Description

Give the natural lower and upper limits for the parameters of a MixAR model.

Usage

lik_params_bounds(model)

Arguments

model

a MixAR model

Details

The function gives crude limits: the probabilities of the components are between 0 and 1, the standard deviations of the components are non-negative. For the other parameters the limits are (-\infty,\infty).

There are further restrictions, e.g. the sum of the probabilities should be less than or equal to 1 and the autoregression coefficients normally are restricted to a particular region, but these are not indicated in the returned value.

Value

A list with two components describing the limits on the parameters. The order of the parameters is as the one returned by lik_params.

lower	lower limits, a numeric vector
upper	upper limits, a numeric vector

See Also

lik_params

GeoBosh/mixAR documentation built on Oct. 28, 2024, 7:01 p.m.