march.Mtd-class: A Mixture Transition Distribution (MTD) model.
In march: Markov Chains

Description Details See Also

This class describes a Mixture Transition Distribution (MTD) model, represented by its transition matrix Q, its vector phi of lag parameters and its order. march.Mtd extends march.Model-class class and therefore inherits its slots. march.Mtd extends march.Model-class class and therefore inherits its slots.

The model used here is described into :

Raftery, A. E. A Model for High-Order Markov Chains. JRSS B 47(1985), pp. 528-539.
Berchtold, A. Estimation in the mixture transition distribution model. Journal of Time Series Analysis, 22 (4) (2001), pp. 379-397

@section Slots:

Q:: A matrix of numeric representing the transition matrix associated with the current MTD model.
S:: A list of matrices of numeric representing the transition matrices between the covariates and the dependent variable
phi:: A vector of numeric representing the vector of lag parameters.
order:: An integer representing the order of the model.