This class describes a Mixture Transition Distribution (MTD) model, represented by its transition matrix Q,
its vector phi of lag parameters and its order. march.Mtd extends march.Model-class class and therefore
inherits its slots.
march.Mtd extends march.Model-class class and therefore inherits its slots.
The model used here is described into :
Raftery, A. E. A Model for High-Order Markov Chains. JRSS B 47(1985), pp. 528-539.
Berchtold, A. Estimation in the mixture transition distribution model. Journal of Time Series Analysis, 22 (4) (2001), pp. 379-397
@section Slots:
Q:A matrix of numeric representing the transition matrix associated with the
current MTD model.
S:A list of matrices of numeric representing the transition matrices between the covariates and the dependent variable
phi:A vector of numeric representing the vector of lag parameters.
order:An integer representing the order of the model.