#' @title Estimate initial parameters for Phi and Omega.
#'
#'
#' @param nreg integer, the number of regimes
#' @param Z list, the standard data structures Z0, Z1 and Z2
#' @param beta vector, a vector of probability paramters
#' @param regprobs list, a list with an xts time series of regime probabilities
#' for each regime.
#' @param H matrix, the selection matric for linear restrictions
#' @param h vector, the normalizing vector for linear restrictions
#' @param Phi list, a list with initial values for Phi.
#'
#' @return a list with initial regime Omega estimates.
initial_Omega <- function(nreg,
Z,
beta,
regprobs,
H,
h,
Phi = NULL) {
if(is.null(Phi)) {
Omega <- lapply(seq_len(nreg), function(x) { cov(Z$Z0) })
}else {
vecOmega <- estimate_error_covariances(Phi, beta, Z, regprobs, H, h)
Omega <- vec_Omega_2_list_Omega(vecOmega, nrow(Phi), nreg)
}
Omega
}
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