Fitting Markov-Modulated Linear Regression Models

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Documentation for package ‘MMLR’ version 0.2.0

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Aver_soj_time Calculating the average sojourn time in each state
B_est Estimantion of unknown Markov-modulated linear regression model parameters using GLSM
randomizeInitState Transformation of vector with initial states I for various observations. Data preparation stage for simulation.
randomizeTau Transformation of the observed time vector tau. Data preparation stage for simulation
randomizeX Transformation of regressors' matrix X. Data preparation stage for simulation
VarY Estimantion of the variance of the response Y
Xreg Preparing data for parameter estimation procedure
Ysimulation Simulation of the vector of responses Y. Data preparation stage for simulation.