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