MSM.lm-class function

Class "MSM.lm"

MSM.lm is an object containing Markov Switching model information for linear models. 1.1

class

Objects from the Class

msmFit is an algorithm that builds a MSM.lm when the original model class is lm.

Slots

• std:: Object of class "numeric", contains the standard deviation for each state.
• model:: Object of class "glm", contains the original model glm
• Coef:: Object of class "data.frame", contains the coefficientes of the model MSM, where each row indicates the state.
• seCoef:: Object of class "data.frame", contains the standard errors of the coefficients.
• transMat:: Object of class "matrix", contains the transition probabilities of the states.
• iniProb:: Object of class "numeric", contains initial values of the parameters.
• call:: Object of class "call", contains the object call which msmFit has been executed.
• k:: Object of class "numeric", the numbers of states that the model has.
• switch:: Object of class "logical", contains which coefficients have switching.
• Fit:: Object of class "MSM.fitted", contains the values obtained for fitting a MSM model with EM algorithm.

Extends

Class "MSM.linear", directly. Class "MSM", by class "MSM.linear", distance 2.

Methods

• [: signature(x = "MSM.lm", i = "character", j = "missing", drop ="missing"): extract the componentes of the model.

Author(s)

Jose A. Sanchez-Espigares, Alberto Lopez-Moreno

See Also

Overview: MSwM-package

Classes : MSM.lm, MSM.glm, MSM.fitted

Methods : msmFit,summary,AIC,intervals,msmResid

Plot : plot,plotProb,plotReg,plotDiag