checkPM

a positive integer specifying the order of AR coefficients.

<dl class="dl-horizontal">
 <dt>For GMAR and StMAR models:</dt><dd>a positive integer specifying the number of mixture components.</dd>
 <dt>For G-StMAR model:</dt><dd>a size (2x1) 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. The total number of mixture components is <code>M=M1+M2</code>.</dd>
</dl>

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

model

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

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 (2018) <arXiv:1805.04010>.

Savi Virolainen

uGMAR

Estimate Univariate Gaussian or Student's t Mixture
Autoregressive Model

checkPM function

<dl class='dl-horizontal'>
 <dt>For GMAR and StMAR models:</dt><dd>a positive integer specifying the number of mixture components.</dd>
 <dt>For G-StMAR model:</dt><dd>a size (2x1) 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. The total number of mixture components is <code>M=M1+M2</code>.</dd>
</dl>

checkPM: Check p and M are correctly set

Description

Usage

Arguments

Value