msmResid {MSwM} | R Documentation |
Extract Markov Switching Model Residuals
Description
msmResid
is a function which extracts model residuals from objects returned by Markov Switching modeling functions.
Usage
msmResid(object, regime)
Arguments
object |
an object of class "MSM.lm" or "MSM.glm". |
regime |
a number or a vector indicating which regimes are selected to get its residuals. If is missing, the function calculates the conditional residuals of the model. |
Value
A numeric vector with the pooled residuals or a matrix, when more than one regime is indicated, containing the residuals for each observation. When the attributed object is a glm, it returns the Pearson residuals.
Author(s)
Jose A. Sanchez-Espigares, Alberto Lopez-Moreno
See Also
Overview: MSwM-package
Classes : MSM.lm
, MSM.glm
, MSM.fitted
Methods : msmFit
,summary
,AIC
,intervals
,msmResid
Plot : plot
,plotProb
,plotReg
,plotDiag
[Package MSwM version 1.5 Index]