n_params {uGMAR} | R Documentation |
Calculate the number of parameters
Description
n_params
calculates the number of parameters that should be in the parameter vector.
Usage
n_params(
p,
M,
model = c("GMAR", "StMAR", "G-StMAR"),
restricted = FALSE,
constraints = NULL
)
Arguments
p |
a positive integer specifying the autoregressive order of the model. |
M |
|
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 |
constraints |
specifies linear constraints imposed to each regime's autoregressive parameters separately.
The symbol |
Value
Returns the number of parameters.