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Check GOGARCH-Specific Problems

check_gogarch_problems.Rd

Identify GOGARCH-specific estimation issues including ICA decomposition problems, component GARCH instability, and mixing matrix ill-conditioning.

Usage

check_gogarch_problems(diagnostics, state = NULL)

Arguments

diagnostics

An object of class ms_diagnostics

state

Integer state index (if NULL, checks all states)

Value

List with has_problems (logical) and detailed problem information