View source: R/argumentChecks.R
check_constraints | R Documentation |
check_constraints
checks that the constraints are correctly set.
check_constraints(
p,
M,
d,
constraints = NULL,
same_means = NULL,
weight_constraints = NULL,
structural_pars = NULL
)
p |
a positive integer specifying the autoregressive order of the model. |
M |
|
d |
the number of time series in the system. |
constraints |
a size |
same_means |
Restrict the mean parameters of some regimes to be the same? Provide a list of numeric vectors
such that each numeric vector contains the regimes that should share the common mean parameters. For instance, if
|
weight_constraints |
a numeric vector of length |
structural_pars |
If
See Virolainen (forthcoming) for the conditions required to identify the shocks and for the B-matrix as well (it is |
Checks the constraints and throws an error if something is wrong.
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