check_pMd {gmvarkit} | R Documentation |
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.
[Package
gmvarkit version 2.1.3
Index]