ModelMRHLP-class: A Reference Class which represents a fitted MRHLP model.

In samurais: Statistical Models for the Unsupervised Segmentation of Time-Series ('SaMUraiS')

Description

ModelMRHLP represents an estimated MRHLP model.

Fields

param

A ParamMRHLP object. It contains the estimated values of the parameters.

stat

A StatMRHLP object. It contains all the statistics associated to the MRHLP model.

Methods

plot(what = c("regressors", "estimatedsignal", "loglikelihood"), ...)

Plot method.

what

The type of graph requested:

• "regressors" = Polynomial regression components (fields polynomials and pi_ik of class StatMRHLP).

• "estimatedsignal" = Estimated signal (fields Ex and klas of class StatMRHLP).

• "loglikelihood" = Value of the log-likelihood for each iteration (field stored_loglik of class StatMRHLP).

...

Other graphics parameters.

By default, all the graphs mentioned above are produced.

summary(digits = getOption("digits"))

Summary method.

digits

The number of significant digits to use when printing.

See Also

ParamMRHLP, StatMRHLP

Examples

data(multivtoydataset)

mrhlp <- emMRHLP(multivtoydataset$x, multivtoydataset[,c("y1", "y2", "y3")],
                 K = 5, p = 1, verbose = TRUE)

# mrhlp is a ModelMRHLP object. It contains some methods such as 'summary' and 'plot'
mrhlp$summary()
mrhlp$plot()

# mrhlp has also two fields, stat and param which are reference classes as well

# Log-likelihood:
mrhlp$stat$loglik

# Parameters of the polynomial regressions:
mrhlp$param$beta

samurais documentation built on July 28, 2019, 5:02 p.m.