psRes {countHMM}

psRes

Description

Computes the pseudo-residuals.

Usage

psRes(mod)

Arguments

mod

An object of type countHMM (as returned by the function fitMod).

Value

A matrix with 3 rows, the first of which corresponds to the lower limits, the second of which corresponds to the midpoints, and the third of which corresponds to the upper limits of the pseudo-residual segments. For details, see Zucchini et al. (2016).

References

Zucchini W., MacDonald, I.L., and Langrock, R. (2016): Hidden Markov Models for Time Series: An Introduction Using R, 2nd Edition. Chapman & Hall/CRC. doi:https://doi.org/10.1201/b20790.

Examples

# importing example data
x = read.table("http://www.hmms-for-time-series.de/second/data/earthquakes.txt")$V2
# model fitting
lambda = rep(10^4,2)
mod = fitMod(x=x,lambda=lambda)
# computing the pseudo-residuals
psRes(mod)