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

Description Details See Also

Description

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.

Details

The model used here is described into :

@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.

See Also

march.mtd.construct, march.Model-class.


march documentation built on Nov. 26, 2020, 3:01 p.m.

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