mod.mswm <- msmFit(lm(y~x),k=2,p=1,sw=rep(T,4),control=list(maxiter=700,parallel=F)) summary(mod.mswm)
I have a inconsistent result in this r packages..
First Running -> regime 1 = "estimate = 0.05"Second Running -> regime 1 = "estimate = 0.90"regime 2 = "estimate = 0.90"regime 2 = "estimate = 0.05"Please help me..
R Package 'MSwM' has inconsistent result
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First, I suggest taking a look at the R codes for that function
msmFitand pay special attention to whether any random number generators are used and whether there isset.seedbefore it. The inconsistent results, from my experience of other packages, are probably due to this reason.Second, I see there seems to be a "switch" between the two results for the two regimes in terms of the estimates -- that is (to me) a very interesting observation and I am not sure if there is any underlying hidden relationships.