check_constraint_mat {uGMAR} | R Documentation |
Check the constraint matrices
Description
check_constraint_mat
checks for some parts that the constraint matrices are correctly set.
Usage
check_constraint_mat(p, M, restricted = FALSE, constraints = NULL)
Arguments
p |
a positive integer specifying the autoregressive order of the model. |
M |
|
restricted |
a logical argument stating whether the AR coefficients |
constraints |
specifies linear constraints imposed to each regime's autoregressive parameters separately.
The symbol |
Value
Doesn't return anything but throws an informative error if finds out that something is wrong.