hmmTMB (version 1.0.2)

update.HMM: Update a model to a new model by changing one formula

Description

Update a model to a new model by changing one formula

Usage

# S3 method for HMM
update(object, type, i, j, change, fit = TRUE, silent = FALSE, ...)

Arguments

object

HMM model object

type

Character string for the part of the model that is updated (either "hid" or "obs")

i

If type = "hid" then i is the row of the formula containing the change. If type = "obs" then i is the observation variable name.

j

If type = "hid" then j is the column of the formula containing the change. If type = "obs" then j is the parameter whose formula is to be changed.

change

The change to make to the formula, see ?update.formula for details.

fit

If FALSE then change is made but model is not re-fit.

silent

If TRUE then no model fitting output is given

...

Additional arguments are ignored (for compatibility with generic S3 method)

Examples

# Load data set from MSwM package
data(energy, package = "MSwM")

# Create hidden state and observation models
hid <- MarkovChain$new(data = energy, n_states = 2)
par0 <- list(Price = list(mean = c(3, 6), sd = c(2, 3)))
obs <- Observation$new(data = energy, n_states = 2,
                       dists = list(Price = "norm"),
                       par = par0)

# Create HMM (no covariate effects)
hmm <- HMM$new(hid = hid, obs = obs)
hmm$hid()$formula()
hmm$obs()$formulas()

# Update transition probability formulas (one at a time)
hmm <- update(hmm, type = "hid", i = 1, j = 2, 
              change = ~ . + Oil, fit = FALSE)
hmm <- update(hmm, type = "hid", i = 2, j = 1, 
              change = ~ . + Gas + Coal, fit = FALSE)
hmm$hid()$formula()

# Update observation parameter formulas (one at a time)
hmm <- update(hmm, type = "obs", i = "Price", j = "mean", 
              change = ~ . + EurDol, fit = FALSE)
hmm$obs()$formulas()