sort_components {uGMAR} | R Documentation |
Sort the mixture components of a GMAR, StMAR, or G-StMAR model
Description
sort_components
sorts mixture components of the specified GMAR, StMAR, or G-StMAR model
according to the mixing weight parameters when the parameter vector has the "standard/regular form" for
restricted or non-restricted models.
Usage
sort_components(
p,
M,
params,
model = c("GMAR", "StMAR", "G-StMAR"),
restricted = FALSE
)
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 |
Details
This function does not support models imposing linear constraints.
Value
Returns a parameter vector sorted according to its mixing weight parameters,
described in params
.