Give natural limits for parameters of a MixAR model.
lik_params_bounds.RdGive the natural lower and upper limits for the parameters of a MixAR model.
Details
The function gives crude limits: the probabilities of the components are between 0 and 1, the standard deviations of the components are non-negative. For the other parameters the limits are \((-\infty,\infty)\).
There are further restrictions, e.g. the sum of the probabilities should be less than or equal to 1 and the autoregression coefficients normally are restricted to a particular region, but these are not indicated in the returned value.
Value
A list with two components describing the limits on the parameters.
The order of the parameters is as the one returned by lik_params.
- lower
lower limits, a numeric vector
- upper
upper limits, a numeric vector