regime_distance

a numeric vector representing a regime.

regime_pars1

a numeric vector representing another regime, same length as <code>regime_pars1</code>

regime_pars2

<code>regime_distance</code> scales each regime parameter to the same magnitude
 and then calculates distance between scaled <code>regime_pars1</code> and <code>regime_pars2</code>.

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 (2020) <arXiv:2003.05221>.

regime_distance: Calculate "distance" between two regimes

Description

Usage

Arguments

Value