parameterChecks checks dimension, restrictions, stationarity and identifibility of the given parameters
of GMAR or StMAR model. Throws an error if any check fails.
parameterChecks(p, M, params, pars, alphas, StMAR = FALSE,
constraints = FALSE)a positive integer specifying the order of AR coefficients.
a positive integer specifying the number of mixture components or regimes.
a real valued parameter vector specifying the model.
Size \((M(p+3)-1x1)\) vector \(\theta\)\(=\)(\(\upsilon_{1}\),...,\(\upsilon_{M}\), \(\alpha_{1},...,\alpha_{M-1}\)), where \(\upsilon_{m}\)\(=(\phi_{m,0},\)\(\phi_{m}\)\(, \sigma_{m}^2)\) and \(\phi_{m}\)=\((\phi_{m,1},...,\phi_{m,p}), m=1,...,M\).
Size \((M(p+4)-1x1)\) vector (\(\theta, \nu\))\(=\)(\(\upsilon_{1}\),...,\(\upsilon_{M}\), \(\alpha_{1},...,\alpha_{M-1}, \nu_{1},...,\nu_{M}\)).
a parameter matrix containing parameters \((\phi_{i,0},...,\phi_{i,p}, \sigma_{i}^2)\) so that i:th column denotes i:th component.
size Mx1 parameter vector containing mixing weights for all components.
an (optional) logical argument stating whether StMAR model should be considered instead of GMAR model. Default is FALSE.
an (optional) logical argument stating whether general linear constraints should be applied to the model. Default is FALSE.
Throws an error if any check fails. Doesn't return anything.
Note that the "params" -parameter vector is assumed to be in the "standard" form for restricted models as well.