[英]Replicating the example of Markov Switching Model of Hamilton using MSwM package in R
[英]Markov switching model, R package, how to view source code
我正在嘗試在MSwM軟件包中研究通用Markov切換模型的實現的源代碼。 我是R的新手,我已經設法研究過函數msmFit()。
但是,msmFit()內部還有另一個函數,稱為em()。 我尚未能夠查看此內部函數的源代碼。 有誰知道如何查看此em()函數?
非常感謝
> getMethod(msmFit, signature = c(object="lm", k="numeric", sw="logical", p="ANY", data="missing", family="missing")):
Method Definition:
function (object, k, sw, p, data, family, control)
{
if (!missing(data)) {
if (is.list(data)) {
if (class(data[[1]]) == "call") {
call = data[[1]]
}
else {
call = match.call()
}
}
else {
call = match.call()
}
}
else {
call = match.call()
}
if (missing(p))
p = 0
if (missing(control))
control = list()
control <- do.call(msmControl, control)
if (p > 0) {
var = object$model[, 1]
Ar = apply(as.matrix(1:p), 1, function(el) {
length(var) = length(var) - el
var = c(rep(NA, el), var)
return(var)
})
colnames(Ar) = paste(names(object$model)[1], "_", 1:p,
sep = "")
aux = paste(colnames(Ar), collapse = "+")
object = update(formula = as.formula(paste("~.+", aux,
sep = "")), data = data.frame(object$model, Ar),
object)
}
Coef = data.frame(matrix(NA, nrow = k, ncol = length(coef(object))))
std = rep(0, k)
ind = sample(1:k, length(object$residuals), replace = T)
for (i in 1:k) {
data1 = as.data.frame(object$model[ind == i, , drop = F])
mod1 = update(object, formula = object$terms, data = data1)
Coef[i, ] = coef(mod1)
std[i] = summary(mod1)$sigma
}
names(Coef) = names(coef(object))
transMat = t(matrix(table(ind, c(ind[-1], NA))/rep(table(ind[-length(ind)]),
k), ncol = k))
ans = new(Class = "MSM.lm", call = as.call(call), model = object,
k = k, switch = sw, p = p, Coef = Coef, std = std, transMat = transMat,
iniProb = rep(1/k, k))
validMSM.linear(ans)
validMSM.lm(ans)
ans = em(ans, control)
return(ans)
}
<environment: namespace:MSwM>
Signatures:
object k sw p data family
target "lm" "numeric" "logical" "ANY" "missing" "missing"
defined "lm" "numeric" "logical" "ANY" "missing" "missing"
如果您使用的是常規R堆棧,則git clone
將MSwM項目git clone
到您自己的計算機上,並查看R
子目錄。 看起來em
是一個泛型(我不是R對象模型的專家!),這就是為什么它有一個有趣的擴展名的原因。 您可能可以直接查看.MSM.em
的body()
,但是我不確定在您的R會話中是否可以看到它。
請考慮針對此問題更改標簽,因為該軟件包的技術目標(與代碼結構的詳細信息相反)並不十分相關。
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