lik_params_bounds {mixAR} | R Documentation |
Give natural limits for parameters of a MixAR model.
Description
Give the natural lower and upper limits for the parameters of a MixAR model.
Usage
lik_params_bounds(model)
Arguments
model |
a |
Details
The function gives crude limits:
the probabilities of the components are between 0 and 1,
the standard deviations of the components are non-negative.
For the other parameters the limits are
(-\infty,\infty)
.
There are further restrictions, e.g. the sum of the probabilities should be less than or equal to 1 and the autoregression coefficients normally are restricted to a particular region, but these are not indicated in the returned value.
Value
A list with two components describing the limits on the parameters.
The order of the parameters is as the one returned by lik_params
.
lower |
lower limits, a numeric vector |
upper |
upper limits, a numeric vector |
See Also
[Package mixAR version 0.22.8 Index]