coef {VLMCX} | R Documentation |
Extracts the estimated coefficients from a VLMCX object for a specific context (sequence of states in the past used to predict the next state/symbol of the chain).
coef(fit, context)
fit |
a VLMCX object. |
context |
the context whose coefficients are desired. |
an object with two items:
alpha |
a vector with coefficients corresponding to the intercept for the transition into the states in the state space of |
beta |
a 3 dimensional-array of estimated coefficients corresponding to [steps in the past, number of covariate, symbol (in the state space) to transition into]. |
Adriano Zanin Zambom <adriano.zambom@csun.edu>
set.seed(1)
n = 1000
d = 2
X = cbind(rnorm(n), rnorm(n))
y = rbinom(n,1,.5)
fit = maximum.context(y, X)
coef(fit, c(0,0,1,0))
## context in the order: y_{t-1} = 0, y_{t-2} = 0, y_{t-3} = 1, y_{t-4} = 0