plot.MS_Model: Function to Plot the Fitted Processes of a Markov Switching...

In fMarkovSwitching: R Package for Estimation, Simulation and Forecasting of a Univariate Markov Switching Model

Description

Using as input a S4 "MS_Model" object, this function plots:
-Fitted Filtered Probabilities (t<a6>t)
-Fitted Smoothed Probabilities (by means of Kim's Algorithm)
-Fitted Conditional Mean (based on filtered probabilities of t<a6>t)
-Fitted Conditional standard Deviation (based on filtered probabilities of t<a6>t)

Usage

plot(MS_Model_In)

Arguments

MS_Model_In

A S4 object (a output from MS_Regress_Fit)

Value

Returns Nothing. Plots the time series in a graphical device

Author(s)

Marcelo Perlin - ICMA/UK <[e-mail]>

See Also

MS_Regress_Fit,print.MS_Model,dim.MS_Model

Examples

# Assuming the mySimModel is a S4 object from the use of MS_Regress_Sim

#plot(mySimModel)

fMarkovSwitching documentation built on May 2, 2019, 5:58 p.m.