check_pMd function

Check that p, M, and d are correctly set

check_pMd checks the arguments p, M, and d.

check_pMd(
  p,
  M,
  d,
  weight_function = c("relative_dens", "logistic", "mlogit", "exponential", "threshold",
    "exogenous"),
  identification = c("reduced_form", "recursive", "heteroskedasticity",
    "non-Gaussianity")
)

Arguments

• p: the autoregressive order of the model
• M: the number of regimes
• d: the number of time series in the system, i.e., the dimension

Returns

Throws an error if something is wrong.