nParams calculates the number of parameters that should be in the parameter vector.
nParams(p, M, model = c("GMAR", "StMAR", "G-StMAR"),
restricted = FALSE, constraints = NULL)a positive integer specifying the order of AR coefficients.
a positive integer specifying the number of mixture components.
a size (2x1) vector specifying the number of GMAR-type components M1 in the
first element and StMAR-type components M2 in the second. The total number of mixture components is M=M1+M2.
is "GMAR", "StMAR" or "G-StMAR" model considered? In G-StMAR model the first M1 components
are GMAR-type and the rest M2 components are StMAR-type.
a logical argument stating whether the AR coefficients \(\phi_{m,1},...,\phi_{m,p}\) are restricted to be the same for all regimes.
specifies linear constraints applied to the autoregressive parameters.
a list of size \((pxq_{m})\) constraint matrices \(C_{m}\) of full column rank satisfying \(\phi_{m}\)\(=\)\(C_{m}\psi_{m}\) for all \(m=1,...,M\), where \(\phi_{m}\)\(=(\phi_{m,1},...,\phi_{m,p})\) and \(\psi_{m}\)\(=(\psi_{m,1},...,\psi_{m,q_{m}})\).
a size \((pxq)\) constraint matrix \(C\) of full column rank satisfying \(\phi\)\(=\)\(C\psi\), where \(\phi\)\(=(\phi_{1},...,\phi_{p})\) and \(\psi\)\(=\psi_{1},...,\psi_{q}\).
Symbol \(\phi\) denotes an AR coefficient. Note that regardless of any constraints, the nominal order of AR coefficients is
alway p for all regimes.
Ignore or set to NULL if applying linear constraints is not desired.
Returns the number of parameters.