simuMSAR_cpp {MSTest} | R Documentation |
Simulate Markov-switching autoregressive process
Description
This function simulates a Markov-switching autoregressive process.
Usage
simuMSAR_cpp(mdl_h0, burnin = 100L)
Arguments
mdl_h0 |
List containing the following DGP parameters
|
burnin |
Number of simulated observations to remove from beginning. Default is |
Value
List with simulated Markov-switching autoregressive process and its DGP properties.
[Package MSTest version 0.1.5 Index]