msmResid is a function which extracts model residuals from objects returned by Markov Switching modeling functions.
msmResid(object, regime)an object of class "MSM.lm" or "MSM.glm".
a number or a vector indicating which regimes are selected to get its residuals. If is missing, the function calculates the conditional residuals of the model.
A numeric vector with the pooled residuals or a matrix, when more than one regime is indicated, containing the residuals for each observation. When the attributed object is a glm, it returns the Pearson residuals.
Overview: MSwM-package
Classes : '>MSM.lm, '>MSM.glm, '>MSM.fitted
Methods : msmFit,summary,AIC,intervals,msmResid
Plot : plot,plotProb,plotReg,plotDiag