OXcoef: Coefficients for X (transition inputs)

In NHMM: Bayesian Non-Homogeneous Markov and Mixture Models for Multiple Time Series

Description

OXcoef calculates transition coefficient 0.025, 0.05, mean, 0.50 (median), 0.95, 0.975 quantiles from the iterations. Each of K-1 states (K-1 for identifiability) has K Markov coefficients and B input coeffients.

Usage

OXcoef(nhmmobj, plots = FALSE, outfile = NULL)

Arguments

nhmmobj	an object created from the NHMM function
plots	TRUE/FALSE- default is FALSE because the plot window can grow quite large depending on the number of parameters.
outfile	a directory to put the .png plot

Value

params [K-1 by K+B] by 6. There are six values returned: 0.025, 0.05, mean, 0.50 (median), 0.95, 0.975 quantiles from the iterations. (0.025, 0.975) are used to construct 95 likewise (0.05, 0.95) can be used to construct 90

output: plot window can grow quite large depending on the number of states. [K-1 by K+B] panes.

output: outputs statements of 90 and each X input coefficients (if any of the K-1 coefficients for a variable are significant then that variable is deemed signficant.)

Examples

#thetas=OXcoef(my.nhmm, FALSE); 
#thetas[,,,,3]  #mean values

NHMM documentation built on July 1, 2020, 7:28 p.m.