march.mtd.construct: Construct a Mixture Transition Distribution (MTD) model.

Description Usage Arguments Author(s) See Also

View source: R/march.mtd.R

Description

A Mixture Transition Distribution model (march.Mtd) object of order order is constructed according to a given march.Dataset y. The first maxOrder-order elements of each sequence are truncated in order to return a model which can be compared with other Markovian models of visible order maxOrder.

Usage

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march.mtd.construct(y, order, maxOrder = order, mtdg = FALSE,
  init = "best", deltaStop = 1e-04, llStop = 0.01, maxIter = 0)

Arguments

y

the dataset (march.Dataset) from which to construct the model.

order

the order of the constructed model.

maxOrder

the maximum visible order among the set of Markovian models to compare.

mtdg

flag indicating whether the constructed model should be a MTDg using a different transition matrix for each lag (value: TRUE or FALSE).

init

the init method, to choose among best, random and weighted.

deltaStop

the delta below which the optimization phases of phi and Q stop.

llStop

the ll increase below which the EM algorithm stop.

maxIter

the maximal number of iterations of the optimisation algorithm (zero for no maximal number).

Author(s)

Ogier Maitre

See Also

march.Mtd-class, march.Model-class, march.Dataset-class.


rforge/march documentation built on Oct. 7, 2017, 10:46 a.m.