EMiter_MSVARmdl: EM algorithm iteration for Markov-switching vector...
In MSTest: Hypothesis Testing for Markov Switching Models
EMiter_MSVARmdl R Documentation
EM algorithm iteration for Markov-switching vector autoregressive model
Description
This function performs the one iteration (E-step and M-step) of the Expectation Maximization algorithm for Markov-switching vector autoregressive model.
Usage
EMiter_MSVARmdl(mdl, EMest_output, k)
Arguments
mdl
List with model attributes.
EMest_output
List with attributes from previous iteration.
k
Integer determining the number of regimes.
Value
List with attributes from new iteration.
MSTest documentation built on Oct. 31, 2024, 1:06 a.m.
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| EMiter_MSVARmdl | R Documentation |
EM algorithm iteration for Markov-switching vector autoregressive model
Description
This function performs the one iteration (E-step and M-step) of the Expectation Maximization algorithm for Markov-switching vector autoregressive model.
Usage
EMiter_MSVARmdl(mdl, EMest_output, k)
Arguments
mdl |
List with model attributes. |
EMest_output |
List with attributes from previous iteration. |
k |
Integer determining the number of regimes. |
Value
List with attributes from new iteration.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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