example: Example data generated

In MSwM: Fitting Markov Switching Models

Description

The example data is a generated data set to show how msmFit can detect the presence of two regimes in a data with autocorrelative periods and other periods that are correlated with the covariate x.

Usage

data(example)

Format

A data frame with 300 observations on the following 2 variables.

x

an uniform distribution with min=0 and max=1.

y

a variable generated through two models. For further information, see the vignette 'example' on this package.

Examples

data(example)
plot(x~y,data=example)

##See the vignette
#vignette("examples")

Example output

Loading required package: nlme
Loading required package: parallel

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