checkPM

a positive integer specifying the order of AR coefficients.

a positive integer specifying the number of mixture components or regimes.

<code>checkPM</code> checks that the arguments p and M are correctly set.

Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR) and
Student's t Mixture Autoregressive (StMAR) models, quantile residual tests, graphical diagnostics,
forecast and simulate from GMAR and StMAR processes. Also general linear constraints and restricting
autoregressive parameters to be the same for all regimes are supported.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>,
Leena Kalliovirta (2012) <doi:10.1111/j.1368-423X.2011.00364.x>.

Savi Virolainen

checkPM: Check p and M are correctly set

Description

Usage

Arguments

Value