#' Convert list of Sigma matricies to sigex param list
#'
#' @param Sig list with each element of list being an NxN sigma matrix
#' @param mdl sigex mdl object
#' @param data time series object
#'
#' @return updated param list
#' @export
#'
sig2param = function(Sig, mdl, data){
J <- length(Sig)
N <- dim(Sig[[1]])[1]
#FIX NEXT LINE - crude initialization, don't need to mdl and data in this function
param <- sigex.default(mdl, data, NULL)
for(j in 1:J){
GCD = getGCD(Sig[[j]], N)
param[[1]][[j]] = GCD[[1]]
param[[2]][[j]] = log(GCD[[2]])
}
return(param)
}
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