confuneq.m

This folder has some scritps that you may find usefull. All of it comes from questions that I ve r

% Equality and inequality constraints for ms(k)-ar(p) estimation

function [c,ceq]=confuneq(param)

    global k_global; % Getting k
    
    k=k_global;
    
    % Organizinh transition probabilities

    for i=0:k-1 
        Coeff.p(i+1,1:k)=param(end-k^2+1+i*k:end-k^2+k+i*k);
    end
    
    % Inequality and equality constrains for the transition probabilities

    c=0;
    ceq=sum(Coeff.p)-1;