[R] How to get filter probabilities from msmFit() of package MSwM?

王柏元 pywang61 at yahoo.com.tw
Fri Sep 4 03:01:06 CEST 2015


Dear all:
    I am a rookie in using R. I have a question: How to get filter probabilities from msmFit() of package MSwM?

following are my code....

#Markov Switch Model
library(MSwM)
data(example)
mod<-lm(y~1,example)
mod.msm<-msmFit(mod,k=2,sw=c(T,T))
summary(mod.msm)
plotProb(mod.msm,which=1)
plotProb(mod.msm,which=2)


 
王柏元 
Paul Wang
pywang61 at yahoo.com.tw



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