MSM.fitted-class: Class "MSM.fitted"

In MSwM: Fitting Markov Switching Models

Description

MSM.fitted contains the values of fitting the EM algorithm for Markov Switching Models. It is an internal class and is stored in objects of class MSM.lm and MSM.glm

Slots

CondMean:

Object of class "matrix", contains the conditional means for each state.

error:

Object of class "matrix", are the conditional residuals of the model for each state.

Likel:

Object of class "matrix", contains de likelihood of the parameters for each state.

margLik:

Object of class "matrix", contains the marginal likelihood for each observation.

filtProb:

Object of class "matrix", contains the filter probabilities for each state.

smoProb:

Object of class "matrix", contains the smoothed probabilities for each state.

smoTransMat:

Object of class "list", contains the smoothed transition probabilities in a "matrix" for each observation between all the states.

logLikel:

Object of class "numeric", contains the global loglikelihood of the model.

Methods

[

signature(x = "MSM.fitted", i = "character", j = "missing", drop = "missing"): extract the componentes of the model.

Author(s)

Jose A. Sanchez-Espigares, Alberto Lopez-Moreno

See Also

Overview: MSwM-package
Classes : MSM.lm, MSM.glm, MSM.fitted
Methods : msmFit,summary,AIC,intervals,msmResid
Plot : plot,plotProb,plotReg,plotDiag

MSwM documentation built on June 6, 2021, 5:06 p.m.