plotProb function

Plot of filtered and smoothed probabilities with regimes specifications.

Creates one plot (or more, depending on the number of states) that contains, for each regime, its smoothed and filtered probabilities. Finally, it shows a plot for each regime with the response variable versus the smoothed probabilities, showing the periods where the variable is in that regime.

plotProb(x, which)

Arguments

• x: an object of class "MSM.lm" or "MSM.glm".
• which: if a subset of the plots is required, specify a subset of the numbers 1:(number of regimes +1). See details for more information.

Details

The argument which has options:

-1: represents the plots that contains, for each regime, its smoothed and filtered probabilities..

-2:(number of regimes +1): represents plot of the regime minus one with the response variable against the smoothed probabilities.

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