d- / MTS

Multivariate Time Series Package for R
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Fix the VARMA likelihood function for cases when p or q = 0. #6

Closed jonlachmann closed 2 years ago

jonlachmann commented 2 years ago

I tried to use the mlmts function dis_var_1 and saw that the error was that we set matrices to be NULL when p or q was zero. This caused an error when passing them to the C++ function as it only accepted a matrix and not NULL. It now creates empty matrices when this happens, remedying the problem.