check_pM

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

internal

Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR),
Student's t Mixture Autoregressive (StMAR), and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models,
quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>,
Mika Meitz, Daniel Preve, Pentti Saikkonen (2023) <doi:10.1080/03610926.2021.1916531>,
Savi Virolainen (2022) <doi:10.1515/snde-2020-0060>.

Savi Virolainen

uGMAR

Estimate Univariate Gaussian and Student's t Mixture
Autoregressive Models

check_pM function

<dl><dt>p</dt>
<dd>a positive integer specifying the autoregressive order of the model.</dd>
<dt>M</dt>
<dd><dl>
 <dt>For GMAR and StMAR models:</dt>
<dd>a positive integer specifying the number of mixture components.</dd></dl></dd> <dt>For G-StMAR models:</dt>
<dd>a size (2x1) integer vector specifying the number of GMAR type components <code>M1</code> in the
 first element and StMAR type components <code>M2</code> in the second element. The total number of mixture components is <code>M=M1+M2</code>.</dd>
</dl>
<dt>model</dt>
<dd>is "GMAR", "StMAR", or "G-StMAR" model considered? In the G-StMAR model, the first <code>M1</code> components
are GMAR type and the rest <code>M2</code> components are StMAR type.</dd>

Arguments

Check that p and M are correctly set — check_pM

<dl>

<dt>p</dt>
<dd>a positive integer specifying the autoregressive order of the model.</dd>


<dt>M</dt>
<dd><dl>
 <dt>For GMAR and StMAR models:</dt>
<dd>a positive integer specifying the number of mixture components.</dd>

 <dt>For G-StMAR models:</dt>
<dd>a size (2x1) integer vector specifying the number of GMAR type components <code>M1</code> in the
 first element and StMAR type components <code>M2</code> in the second element. The total number of mixture components is <code>M=M1+M2</code>.</dd>


</dl></dd>


<dt>model</dt>
<dd>is "GMAR", "StMAR", or "G-StMAR" model considered? In the G-StMAR model, the first <code>M1</code> components
are GMAR type and the rest <code>M2</code> components are StMAR type.</dd>

</dl>

check_pM: Check that p and M are correctly set

Description

Usage

Value

Arguments