check_exoweights

<code>check_exoweights</code> checks whether the given exogenous transition weights for
 simulation are correctly specified.

internal

Penalized and non-penalized maximum likelihood estimation of smooth
transition vector autoregressive models with various types of transition weight
functions, conditional distributions, and identification methods. Constrained
estimation with various types of constraints is available. Residual based
model diagnostics, forecasting, simulations, and calculation of impulse
response functions, generalized impulse response functions, and generalized
forecast error variance decompositions. See
Heather Anderson, Farshid Vahid (1998) <doi:10.1016/S0304-4076(97)00076-6>,
Helmut Lütkepohl, Aleksei Netšunajev (2017) <doi:10.1016/j.jedc.2017.09.001>,
Markku Lanne, Savi Virolainen (2025) <doi:10.48550/arXiv.2403.14216>,
Savi Virolainen (2025) <doi:10.48550/arXiv.2404.19707>.

Savi Virolainen

sstvars

Toolkit for Reduced Form and Structural Smooth Transition Vector
Autoregressive Models

check_exoweights function

<dl><dt>exo_weights</dt>
<dd>Exogenous transition weights weights given for simulation in some context.</dd>
<dt>how_many_rows</dt>
<dd>how many rows the exogenous weights should have?</dd>
<dt>name_of_row_number</dt>
<dd>what is the name of the object whose value should determine the
the number of rows in the exogenous weights?</dd></dl>

Arguments

Checks whether the given exogenous transition weights for simulation are correctly specified. — check_exoweights

<dl>

<dt>exo_weights</dt>
<dd>Exogenous transition weights weights given for simulation in some context.</dd>


<dt>how_many_rows</dt>
<dd>how many rows the exogenous weights should have?</dd>


<dt>name_of_row_number</dt>
<dd>what is the name of the object whose value should determine the
the number of rows in the exogenous weights?</dd>

</dl>

check_exoweights: Checks whether the given exogenous transition weights for simulation are correctly specified.

Description

Usage

Value

Arguments

Details