check_pMd {sstvars} | R Documentation |
check_pMd
checks the arguments p, M, and d.
check_pMd(
p,
M,
d,
weight_function = c("relative_dens", "logistic", "mlogit", "exponential", "threshold",
"exogenous"),
identification = c("reduced_form", "recursive", "heteroskedasticity",
"non-Gaussianity")
)
p |
the autoregressive order of the model |
M |
the number of regimes |
d |
the number of time series in the system, i.e., the dimension |
Throws an error if something is wrong.