smart_df {gmvarkit} | R Documentation |
Create random degrees of freedom parameter values close to given values
Description
random_df
generates random M2
degrees of freedom parameter values
close to given values, where M2
is number of StMVAR type regimes in the model.
Usage
smart_df(
M,
df,
accuracy,
which_random = numeric(0),
model = c("GMVAR", "StMVAR", "G-StMVAR")
)
Arguments
M |
|
df |
the old degrees of freedom parameters (of all regimes) |
accuracy |
a positive real number adjusting how close to the given degrees of freedom parameters the returned df should be. |
which_random |
a vector with length between 1 and M specifying the mixture components that should be random instead of close to the given degrees of freedom. |
model |
is "GMVAR", "StMVAR", or "G-StMVAR" model considered? In the G-StMVAR model, the first |
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.