check_pM function

Check that p and M are correctly set

check_pM checks that the arguments p and M are correctly set.

check_pM(p, M, model = c("GMAR", "StMAR", "G-StMAR"))

Arguments

• p: a positive integer specifying the autoregressive order of the model.
• M: - For GMAR and StMAR models:: a positive integer specifying the number of mixture components.
  • For G-StMAR models:: a size (2x1) integer vector specifying the number of GMAR type components M1 in the first element and StMAR type components M2 in the second element. The total number of mixture components is M=M1+M2.
• model: is "GMAR", "StMAR", or "G-StMAR" model considered? In the G-StMAR model, the first M1 components are GMAR type and the rest M2 components are StMAR type.

Returns

Doesn't return anything but throws an informative error if something is wrong.