parvector2list: Function for generating a valid list of parameters from a...

View source: R/estimation.R

parvector2listR Documentation

Function for generating a valid list of parameters from a vector

Description

Function for generating a valid list of parameters from a vector

Usage

parvector2list(
  par = NULL,
  ar = c(2, 1),
  ma = c(2, 1),
  arch = c(2, 1),
  garch = c(2, 1)
)

Arguments

par

Parameter vector (numeric)

ar

Integer of length 2 (spatial, temporal): Spatio-temporal order of AR part

ma

Integer of length 2 (spatial, temporal): Spatio-temporal order of MA part

arch

Integer of length 2 (spatial, temporal): Spatio-temporal order of ARCH part

garch

Integer of length 2 (spatial, temporal): Spatio-temporal order of GARCH part


Sondre91/starmagarch documentation built on July 16, 2025, 4:53 p.m.