| mean.SS {MSBVAR} | R Documentation |
Provides a summary and plotting methods for the SS class
objects produced from sampling the posterior of an MSBSVAR model.
These functions provide the mean regime probabilities and a plotting
method for them.
mean.SS(x, ...) sum.SS(x, ...) plot.SS(x, ylab="State Probabilities", ...)
x |
SS class object produced by sampling the posterior of a
Markov-switching BVAR model in MSBVAR. These are produced by
gibbs.msbvar. |
ylab |
y-axis label for the regime plot. |
... |
Other argument or graphics parameters for plot. |
The first two provide the sum and mean of the number of
time periods in each state of Markov-process. The last produces a
time series plot of the regime or state probabilities. These are
computed from the Markov Chain Monte Carlo sample computed from either
gibbs.msbsvar or gibbs.msbvar
Mean and sum are T x h matrices for the first two summary functions. The plot function generates a plot in the current device. These are the posterior probability measures of the Markov process regimes across T periods.
Patrick T. Brandt
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