initVals_MSVARXmdl {MSTest} | R Documentation |
Initial values for Markov-switching VARX model
Description
This function generates a random parameter vector to be used as initial values for a Markov-switching VARX model.
Usage
initVals_MSVARXmdl(mdl, k)
Arguments
mdl |
List with parameter values of simple (one-regime) VARX model. This includes:
|
k |
Number of regimes. |
Value
Vector of initial parameter values.
[Package MSTest version 0.1.5 Index]