EM.MSIA.AR <- function (theta, y, y.lagged,
z.dependent, z.independent,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min)
{
EMcppARMSIA(y, y.lagged, z.dependent, z.independent,
theta$beta, theta$mu, theta$sigma,
theta$gamma.dependent, theta$gamma.independent,
theta$transition.probs, theta$initial.dist,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min)
}
EM.MSIAH.AR <- function (theta, y, y.lagged,
z.dependent, z.independent,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min)
{
EMcppARMSIAH(y, y.lagged, z.dependent, z.independent,
theta$beta, theta$mu, theta$sigma,
theta$gamma.dependent, theta$gamma.independent,
theta$transition.probs, theta$initial.dist,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min)
}
EM.MSI.AR <- function (theta, y, y.lagged,
z.dependent, z.independent,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min)
{
EMcppARMSI(y, y.lagged, z.dependent, z.independent,
theta$beta, theta$mu, theta$sigma,
theta$gamma.dependent, theta$gamma.independent,
theta$transition.probs, theta$initial.dist,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min)
}
EM.MSIH.AR <- function (theta, y, y.lagged,
z.dependent, z.independent,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min)
{
EMcppARMSIH(y, y.lagged, z.dependent, z.independent,
theta$beta, theta$mu, theta$sigma,
theta$gamma.dependent, theta$gamma.independent,
theta$transition.probs, theta$initial.dist,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min)
}
EM.MSIH.AR.Penalized <- function (theta, y, y.lagged,
z.dependent, z.independent,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min, sigma0, penalty.term)
{
EMcppARMSIHPenalized(y, y.lagged, z.dependent, z.independent,
theta$beta, theta$mu, theta$sigma,
theta$gamma.dependent, theta$gamma.independent,
theta$transition.probs, theta$initial.dist,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min, sigma0, penalty.term)
}
EM.MSI.AR.QuZhuo <- function (theta, y, y.lagged,
z.dependent, z.independent,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min)
{
EMcppARMSIQuZhuo(y, y.lagged, z.dependent, z.independent,
theta$beta, theta$mu, theta$sigma,
theta$gamma.dependent, theta$gamma.independent,
theta$transition.probs, theta$initial.dist,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min)
}
EM.MSIH.AR.QuZhuo <- function (theta, y, y.lagged,
z.dependent, z.independent,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min)
{
EMcppARMSIHQuZhuo(y, y.lagged, z.dependent, z.independent,
theta$beta, theta$mu, theta$sigma,
theta$gamma.dependent, theta$gamma.independent,
theta$transition.probs, theta$initial.dist,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min)
}
EM.MSMAH.AR <- function (theta, y, y.lagged,
z.dependent, z.independent,
z.dependent.lagged, z.independent.lagged,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min, state.conversion.mat)
{
EMcppARMSMAH(y, y.lagged, z.dependent, z.independent,
z.dependent.lagged, z.independent.lagged,
theta$beta, theta$mu, theta$sigma,
theta$gamma.dependent, theta$gamma.independent,
theta$transition.probs, theta$initial.dist,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min, state.conversion.mat)
}
EM.MSMA.AR <- function (theta, y, y.lagged,
z.dependent, z.independent,
z.dependent.lagged, z.independent.lagged,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min, state.conversion.mat)
{
EMcppARMSMA(y, y.lagged, z.dependent, z.independent,
z.dependent.lagged, z.independent.lagged,
theta$beta, theta$mu, theta$sigma,
theta$gamma.dependent, theta$gamma.independent,
theta$transition.probs, theta$initial.dist,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min, state.conversion.mat)
}
EM.MSM.AR <- function (theta, y, y.lagged,
z.dependent, z.independent,
z.dependent.lagged, z.independent.lagged,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min, state.conversion.mat)
{
EMcppARMSM(y, y.lagged, z.dependent, z.independent,
z.dependent.lagged, z.independent.lagged,
theta$beta, theta$mu, theta$sigma,
theta$gamma.dependent, theta$gamma.independent,
theta$transition.probs, theta$initial.dist,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min, state.conversion.mat)
}
EM.MSMH.AR <- function (theta, y, y.lagged,
z.dependent, z.independent,
z.dependent.lagged, z.independent.lagged,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min, state.conversion.mat)
{
EMcppARMSMH(y, y.lagged, z.dependent, z.independent,
z.dependent.lagged, z.independent.lagged,
theta$beta, theta$mu, theta$sigma,
theta$gamma.dependent, theta$gamma.independent,
theta$transition.probs, theta$initial.dist,
maxit, epsilon,
transition.probs.min, transition.probs.max,
sigma.min, state.conversion.mat)
}
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