plotProb: Plot of filtered and smoothed probabilities with regimes...

In MSwM: Fitting Markov Switching Models

Description

Creates one plot (or more, depending on the number of states) that contains, for each regime, its smoothed and filtered probabilities. Finally, it shows a plot for each regime with the response variable versus the smoothed probabilities, showing the periods where the variable is in that regime.

Usage

plotProb(x, which)

Arguments

x	an object of class "MSM.lm" or "MSM.glm".
which	if a subset of the plots is required, specify a subset of the numbers 1:(number of regimes +1). See details for more information.

Details

The argument which has options:

-1: represents the plots that contains, for each regime, its smoothed and filtered probabilities..

-2:(number of regimes +1): represents plot of the regime minus one with the response variable against the smoothed probabilities.

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.