MSARmdl_mle {MSTest} | R Documentation |
Markov-switching autoregressive maximum likelihood estimation
Description
This function computes estimate a Markov-switching autoregressive model using MLE.
Usage
MSARmdl_mle(theta_0, mdl_in, k, optim_options)
Arguments
theta_0 |
vector containing initial values to use in optimization |
mdl_in |
List with model properties (can be obtained from estimating linear model i.e., using |
k |
integer determining the number of regimes |
optim_options |
List containing
|
Value
List with model attributes
[Package MSTest version 0.1.5 Index]