extract.bestM {MatrixHMM}R Documentation

Selection of the best fitting model(s)

Description

This functions extracts the best fitting model(s) according to the Bayesian information criterion (BIC).

Usage

extract.bestM(results, top = 1)

Arguments

results

The output of the Eigen.HMM_fit() function.

top

Integer. Specifies the number of top-ranked models to display based on the Bayesian Information Criterion (BIC).

Value

A list containing the required best fitting model(s).

Examples

data(simData)
Y <- simData$Y
init <- Eigen.HMM_init(Y = Y, k = 2, density = "MVT", mod.row = "EEE", mod.col = "EE", nstartR = 10)
fit <- Eigen.HMM_fit(Y = Y, init.par = init, nThreads = 1)
win <- extract.bestM(results = fit, top = 1)

[Package MatrixHMM version 1.0.0 Index]