Description Usage Arguments Value Examples
regimeshift
performs helps in identifying the parameters of the
Gaussian distribution and the probability that a given observation has been
drawn from a given distribution on FLVector objects.
The DB Lytix function called is FLRegimeShiftUdt.
1 2 |
data |
An object of class FLVector. |
regimes |
Total number of Regimes. |
regimeshift
returns a data.frame
1 2 3 4 | vdf <- sqlQuery(connection, "SELECT Num_Val FROM tblRegimeShift WHERE Groupid = 1 AND Obsid <500")
colnames(vdf) <- tolower(colnames(vdf))
flv <- as.FL(vdf$num_val)
flmod <- regimeshift(flv, regimes = 3)
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