Check Parameter Stationarity

Verify that GARCH and DCC parameters satisfy stationarity constraints.

Usage

check_param_stationarity(diagnostics, state = NULL)

Arguments

diagnostics

An object of class ms_diagnostics

state

Integer state index (if NULL, checks all states)

Value

List with passed (logical) and detailed violation information

Examples

if (FALSE) { # \dontrun{
stationarity_check <- check_param_stationarity(diag, state = 1)
if (!stationarity_check$passed) {
  print(stationarity_check$violations)
}
} # }