regime_distance

<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>.

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

regime_distance function

<dl><dt>regime_pars1</dt>
<dd>a numeric vector representing a regime.</dd>
<dt>regime_pars2</dt>
<dd>a numeric vector representing another regime, same length as <code>regime_pars1</code></dd></dl>

Arguments

Calculate "distance" between two regimes — regime_distance

<dl>

<dt>regime_pars1</dt>
<dd>a numeric vector representing a regime.</dd>


<dt>regime_pars2</dt>
<dd>a numeric vector representing another regime, same length as <code>regime_pars1</code></dd>

</dl>

regime_distance: Calculate "distance" between two regimes

Description

Usage

Value

Arguments