王柏元
2015-Sep-04 01:01 UTC
[R] How to get filter probabilities from msmFit() of package MSwM?
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)
?
???
Paul Wang
pywang61 at yahoo.com.tw
王柏元
2015-Sep-04 05:47 UTC
[R] 回覆﹕ How to get filter probabilities from msmFit() of package MSwM?
By using plotProb(mod.msm,which=2), I could only show the graph of smoothed probabilities. May I extract smoothed probabilities and filter probabilities from the msmFit()? thank you very much. -------------------------------------------- 15/9/4 (?)???? <pywang61 at yahoo.com.tw> ??? ??: [R] How to get filter probabilities from msmFit() of package MSwM? ???: r-help at r-project.org ??: 2015?9?4?,?,??9:01 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) ? ??? Paul Wang pywang61 at yahoo.com.tw ______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
王柏元
2015-Sep-07 01:14 UTC
[R] 回覆﹕ 回覆﹕ How to get filter probabilities from msmFit() of package MSwM?
I think I find the way to extract smoothed probabilities from msmFit(). In the MSM.lm-class, we could use mod.msm at Fit@smoProb to extract the smoothed probabilities, also, we could use mod.msm at Fit@filtProb to extract the filter probabilities. Best Regards Paul Wang pywang61 at yahoo.com.tw -------------------------------------------- 15/9/4 (?)???? <pywang61 at yahoo.com.tw> ??? ??: [R] ??? How to get filter probabilities from msmFit() of package MSwM? ???: r-help at r-project.org ??: 2015?9?4?,?,??1:47 By using? plotProb(mod.msm,which=2), I could only show the graph of smoothed probabilities. May I extract smoothed probabilities and filter probabilities from the msmFit()?? thank you very much. -------------------------------------------- 15/9/4 (?)???? <pywang61 at yahoo.com.tw> ??? ??: [R] How to get filter probabilities from msmFit() of package MSwM? ???: r-help at r-project.org ??: 2015?9?4?,?,??9:01 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) ? ??? Paul Wang pywang61 at yahoo.com.tw ______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.