random_df {gmvarkit} | R Documentation |
Create random degrees of freedom parameter values
Description
random_df
generates random M2
degrees of freedom parameter values, where
M2
is number of StMVAR type regimes in the model-
Usage
random_df(M, model = c("GMVAR", "StMVAR", "G-StMVAR"))
Arguments
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 .
|
model |
is "GMVAR", "StMVAR", or "G-StMVAR" model considered? In the G-StMVAR model, the first M1 components
are GMVAR type and the rest M2 components are StMVAR type.
|
Value
- GMVAR models:
a numeric vector of length zero.
- StMVAR models:
a numeric vector of length M
with random entries strictly larger than two.
- G-StMVAR models:
a numeric vector of length M2
with random entries strictly larger than two.
[Package
gmvarkit version 2.1.3
Index]