Description Fields Methods See Also Examples
ModelMHMMR represents an estimated MHMMR model.
param
A ParamMHMMR object. It contains the estimated values of the parameters.
stat
A StatMHMMR object. It contains all the statistics associated to the MHMMR model.
plot(what = c("predicted", "filtered", "smoothed", "regressors",
"loglikelihood"), ...)
Plot method.
what
The type of graph requested:
"predicted" =
Predicted time series and predicted
regime probabilities (fields predicted
and
predict_prob
of class StatMHMMR).
"filtered" =
Filtered time series and filtering
regime probabilities (fields filtered
and
filter_prob
of class StatMHMMR).
"smoothed" =
Smoothed time series, and
segmentation (fields smoothed
and klas
of class
StatMHMMR).
"regressors" =
Polynomial regression components
(fields regressors
and tau_tk
of class
StatMHMMR).
"loglikelihood" =
Value of the loglikelihood for
each iteration (field stored_loglik
of class
StatMHMMR).
...
Other graphics parameters.
By default, all the above graphs are produced.
summary(digits = getOption("digits"))
Summary method.
digits
The number of significant digits to use when printing.
ParamMHMMR, StatMHMMR
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16  data(multivtoydataset)
mhmmr < emMHMMR(multivtoydataset$x, multivtoydataset[,c("y1", "y2", "y3")],
K = 5, p = 1, verbose = TRUE)
# mhmmr is a ModelMHMMR object. It contains some methods such as 'summary' and 'plot'
mhmmr$summary()
mhmmr$plot()
# mhmmr has also two fields, stat and param which are reference classes as well
# Loglikelihood:
mhmmr$stat$loglik
# Parameters of the polynomial regressions:
mhmmr$param$beta

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