reform_constrained_pars {uGMAR} | R Documentation |
Reform parameter vector with linear constraints to correspond non-constrained parameter vector.
Description
reform_constrained_pars
reforms the parameter vector of a model with linear constrains
to the "standard form" so that it's comparable with non-constrained models.
Usage
reform_constrained_pars(
p,
M,
params,
model = c("GMAR", "StMAR", "G-StMAR"),
restricted = FALSE,
constraints = NULL
)
Arguments
p |
a positive integer specifying the autoregressive order of the model. |
M |
|
params |
a real valued parameter vector specifying the model.
Symbol |
model |
is "GMAR", "StMAR", or "G-StMAR" model considered? In the G-StMAR model, the first |
restricted |
a logical argument stating whether the AR coefficients |
constraints |
specifies linear constraints imposed to each regime's autoregressive parameters separately.
The symbol |
Value
Returns such parameter vector corresponding to the input vector that is the form described in params
for non-restricted or restricted models (for non-constrained models), and can hence be used just as the
parameter vectors of non-constrained models.