initial_Omega: Estimate initial parameters for Phi and Omega.
In EmilNejst/rscivem:
Description
Usage
Arguments
Value
Description
Estimate initial parameters for Phi and Omega.
Usage
1
initial_Omega(nreg, Z, beta, regprobs, H, h, Phi = NULL)
Arguments
nreg
integer, the number of regimes
Z
list, the standard data structures Z0, Z1 and Z2
beta
vector, a vector of probability paramters
regprobs
list, a list with an xts time series of regime probabilities
for each regime.
H
matrix, the selection matric for linear restrictions
h
vector, the normalizing vector for linear restrictions
Phi
list, a list with initial values for Phi.
Value
a list with initial regime Omega estimates.
EmilNejst/rscivem documentation built on May 21, 2019, 1:41 p.m.
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Description Usage Arguments Value
Description
Estimate initial parameters for Phi and Omega.
Usage
1 | initial_Omega(nreg, Z, beta, regprobs, H, h, Phi = NULL)
|
Arguments
nreg |
integer, the number of regimes |
Z |
list, the standard data structures Z0, Z1 and Z2 |
beta |
vector, a vector of probability paramters |
regprobs |
list, a list with an xts time series of regime probabilities for each regime. |
H |
matrix, the selection matric for linear restrictions |
h |
vector, the normalizing vector for linear restrictions |
Phi |
list, a list with initial values for Phi. |
Value
a list with initial regime Omega estimates.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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