dot-GetStates: Get states vector of regime switching process
In ZScore314/ESG: Economic Scenario Generator for Asset Modeling
Description
Get states vector of regime switching process
Usage
1
.GetStates(n = 1, t = 12, pswitch = c(0.011, 0.059), state0 = c(0, 1))
Arguments
n
number of simulated trials
t
number of future monthly timesteps
pswitch
vector of length two with transition probabilities for each state
state0
Optional intial state. If unchanged will simulate from unconditional state probabilities
ZScore314/ESG documentation built on Feb. 11, 2022, 12:15 a.m.
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Description
Get states vector of regime switching process
Usage
1 | .GetStates(n = 1, t = 12, pswitch = c(0.011, 0.059), state0 = c(0, 1))
|
Arguments
n |
number of simulated trials |
t |
number of future monthly timesteps |
pswitch |
vector of length two with transition probabilities for each state |
state0 |
Optional intial state. If unchanged will simulate from unconditional state probabilities |
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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