[英]Replicating the example of Markov Switching Model of Hamilton using MSwM package in R
[英]MSwM (Markov-Switching Model) function in R not working
我正在尝试运行下面的函数,以便根据此链接创建马尔可夫切换模型。
olsY = model.matrix(persons ~ vocMean + ble + cal + weekday, model.frame(lm(persons ~ vocMean + ble + cal + weekday, data = data)))
msY = msmFit(olsY, k = 2, sw = rep(TRUE, 5))
但是第二行代码给了我以下错误:
Error in (function (classes, fdef, mtable) :
unable to find an inherited method for function ‘msmFit’ for signature ‘"matrix", "numeric", "logical", "missing", "missing", "missing"’
有人可以帮我解决这个问题吗? 非常感谢。 我使用的数据在这里。
看来你的OLS规范太复杂了:msmFit中的olsY应该属于(g)lm或者"formula"类,所以就用这种方式重写你的第一部分代码
olsY = lm(persons ~ vocMean + ble + cal + weekday, data = data)
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