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 |
|
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.
[Package gmvarkit version 2.1.3 Index]