| updatebm {NetworkChange} | R Documentation |
Update regime-changing regression parameters
Description
Update regime-changing beta
Usage
updatebm(ns, K, s, s2, B0, p, ZU)
Arguments
ns |
The number of hidden states |
K |
The dimensionality of Z |
s |
Latent state vector |
s2 |
The variance of error |
B0 |
The prior variance of beta |
p |
The rank of X |
ZU |
Z - ULU |
Value
A vector of regime-changing regression parameters
[Package NetworkChange version 0.8 Index]