# NOT RUN {
##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
YX <- rpci(n=1000, beta=c(2,3), sigma_C=c(0.1,0.1), rho=0.9, sigma_M=1, sigma_R=2)
f <- fit.pci(YX[,1], YX[,2:ncol(YX)])
statehistory.pci(f)
# }
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