MS_Var_Likelihood_Output {MSVAR} | R Documentation |
MS_Var
This function gathers the output from the likelihood function using
the optimal parameters found by nlminb.
MS_Var_Likelihood_Output(params)
params |
A Vector of Initial Parameter estimates |
a list containing
transition matrix |
Markov transition probabilities for each state |
coefficients |
constant coefficients for each state |
Log-likelihood |
sum of log likelihood for the model |
densities |
vector state probability densities |
residuals |
vector of residuals for each state |
Filtered Probs |
vector of filtered probabilities for each state |
James Eustace james.eustace@omam.co.uk