MSM.lm-class: Class "MSM.lm"

In MSwM: Fitting Markov Switching Models

Description

MSM.lm is an object containing Markov Switching model information for linear models.

Objects from the Class

msmFit is an algorithm that builds a MSM.lm when the original model class is lm.

Slots

std:

Object of class "numeric", contains the standard deviation for each state.

model:

Object of class "glm", contains the original model glm

Coef:

Object of class "data.frame", contains the coefficientes of the model MSM, where each row indicates the state.

seCoef:

Object of class "data.frame", contains the standard errors of the coefficients.

transMat:

Object of class "matrix", contains the transition probabilities of the states.

iniProb:

Object of class "numeric", contains initial values of the parameters.

call:

Object of class "call", contains the object call which msmFit has been executed.

k:

Object of class "numeric", the numbers of states that the model has.

switch:

Object of class "logical", contains which coefficients have switching.

Fit:

Object of class "MSM.fitted", contains the values obtained for fitting a MSM model with EM algorithm.

Extends

Class "MSM.linear", directly. Class "MSM", by class "MSM.linear", distance 2.

Methods

[

signature(x = "MSM.lm", 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.