check_pMd: Check that p, M, and d are correctly set

In saviviro/gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models

Check that p, M, and d are correctly set

Description

check_pMd checks the arguments p, M, and d.

Usage

check_pMd(p, M, d, model = c("GMVAR", "StMVAR", "G-StMVAR"))

Arguments

p	a positive integer specifying the autoregressive order of the model.
M	For GMVAR and StMVAR models: a positive integer specifying the number of mixture components. For G-StMVAR models: a size (2x1) integer vector specifying the number of GMVAR type components M1 in the first element and StMVAR type components M2 in the second element. The total number of mixture components is M=M1+M2.
d	the number of time series in the system.

Value

Throws an error if something is wrong.

saviviro/gmvarkit documentation built on March 8, 2024, 4:15 a.m.