warn_eigens

an object of class <code>'gmvar'</code> created with <code>fitGMVAR</code> or <code>GMVAR</code>.

gmvar

if eigenvalue is closer than <code>tol</code> to its bound, a warning is thrown

<code>warn_ar_roots</code> warns if the model contains near-unit-roots in some regimes

internal

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 and generalized
forecast error variance decomposition.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2020) <arXiv:2007.04713>.

warn_eigens: Warn about near-unit-roots in some regimes

Description

Usage

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Value

Details