NetworkChange (version 0.8)

updatebm: Update regime-changing regression parameters

Description

Update regime-changing beta

Usage

updatebm(ns, K, s, s2, B0, p, ZU)

Arguments

ns

The number of hidden states

K

The dimensionality of Z

s

Latent state vector

s2

The variance of error

B0

The prior variance of beta

p

The rank of X

ZU

Z - ULU

Value

A vector of regime-changing regression parameters