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
pywan...@yahoo.com.tw
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