check_pMd

a positive integer specifying the autoregressive degree of the model.

a positive integer specifying the number of mixture components.

number of time series in the system.

<code>check_pMd</code> checks the argumens p, M and d.

Maximum likelihood estimation of Gaussian Mixture Vector Autoregressive (GMVAR)
model, quantile residual tests, graphical diagnostics, forecasting and simulations. Applying
general linear constraints to the autoregressive parameters is supported.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>.

check_pMd: Check that p, M and d are correctly set

Description

Usage

Arguments

Value