check_pMd

a positive integer specifying the autoregressive order of the model.

a positive integer specifying the number of mixture components.

the number of time series in the system.

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

Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics,
simulations, forecasting, and estimation of generalized impulse response function.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2020) <arXiv:2007.04713>.

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

Description

Usage

Arguments

Value