ModelRHLP-class: A Reference Class which represents a fitted RHLP model.

In fchamroukhi/RHLP: Regression with Hidden Logistic Process ('RHLP') for Time Series Segmentation

Description

ModelRHLP represents an estimated RHLP model.

Fields

param

A ParamRHLP object. It contains the estimated values of the parameters.

stat

A StatRHLP object. It contains all the statistics associated to the RHLP model.

Methods

plot(what = c("regressors", "estimatedsignal", "loglikelihood"), ...)

Plot method.

what

The type of graph requested:

• "regressors" = Polynomial regression components (fields polynomials and pi_ik of class StatRHLP).

• "estimatedsignal" = Estimated signal (fields Ex and klas of class StatRHLP).

• "loglikelihood" = Value of the log-likelihood for each iteration (field stored_loglik of class StatRHLP).

...

Other graphics parameters.

By default, all the graphs mentioned above are produced.

summary(digits = getOption("digits"))

Summary method.

digits

The number of significant digits to use when printing.

See Also

ParamRHLP, StatRHLP

Examples

data(toydataset)
x <- toydataset$x
y <- toydataset$y

rhlp <- emRHLP(X = x, Y = y, K = 3, p = 1, verbose = TRUE)

# rhlp is a ModelMHMMR object. It contains some methods such as 'summary' and 'plot'
rhlp$summary()
rhlp$plot()

# rhlp has also two fields, stat and param which are reference classes as well

# Log-likelihood:
rhlp$stat$loglik

# Parameters of the polynomial regressions:
rhlp$param$beta

fchamroukhi/RHLP documentation built on Sept. 19, 2019, 8:04 a.m.