mdledit {MSTest} | R Documentation |
Change model List with new parameters
Description
This function is used by the MMC LRT procedure. It makes a copy of the restricted model under the null hypothesis and changes the parameters used to simulate the process under the null with values being considered in the search/optimization.
Usage
mdledit(mdl_h0, theta_h0, p, q, k0, exog)
Arguments
mdl_h0 |
List with restricted model properties. |
theta_h0 |
vector of parameter values under null being considered. |
p |
integer specifying the number of autoregressive lags. |
q |
integer specifying the number of series. |
k0 |
integer specifying the number of regimes. |
Value
List with model properties
[Package MSTest version 0.1.5 Index]