sort_and_standardize_alphas function

Sort mixing weight parameters in a decreasing order and standardize them to sum to one. For G-StMVAR models, the mixing weight parameters are sorted to a decreasing order for GMVAR and StMVAR type regimes separately.

  • Maintainer: Savi Virolainen
  • License: GPL-3
  • Last published: 2025-06-19

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