reform_parameters {uGMAR} | R Documentation |
Reform any parameter vector into standard form.
Description
reform_parameters
takes a parameter vector of any (non-constrained) GMAR, StMAR, or G-StMAR model
and returns a list with the parameter vector in the standard form, parameter matrix containing AR coefficients and
component variances, mixing weights alphas, and in case of StMAR or G-StMAR model also degrees of freedom parameters.
Usage
reform_parameters(
p,
M,
params,
model = c("GMAR", "StMAR", "G-StMAR"),
restricted = FALSE
)
Arguments
p |
a positive integer specifying the autoregressive order of the model. |
M |
|
params |
a real valued parameter vector specifying the model.
Symbol |
model |
is "GMAR", "StMAR", or "G-StMAR" model considered? In the G-StMAR model, the first |
restricted |
a logical argument stating whether the AR coefficients |
Details
This function does not support models imposing linear constraints. No argument checks in this function.
Value
Returns a list with...
$params
parameter vector in the standard form.
$pars
corresponding parameter matrix containing AR coefficients and component variances. First row for phi0 or means depending on the parametrization. Column for each component.
$alphas
numeric vector containing mixing weight parameters for all of the components (also for the last one).
$dfs
numeric vector containing degrees of freedom parameters for all of components. Returned only if
model == "StMAR"
ormodel == "G-StMAR"
.
@keywords internal