confuneq_ms_ar.m

matlab自回归马尔可夫转换模型仿真估计与预测

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

function [c,ceq]=confuneq_MS_AR(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;