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LMest (version 3.1.2)

LMbasiccont-class: Class 'LMbasiccont'

Description

An S3 class object created by lmestCont function for the latent Markov (LM) model for continuous responses in long format.

Arguments

Value

lk

maximum log-likelihood

piv

estimate of initial probability vector

Pi

estimate of transition probability matrices (k x k x TT)

Mu

estimate of conditional means of the response variables (r x k)

Si

estimate of var-cov matrix common to all states (r x r)

np

number of free parameters

k

optimal number of latent states

aic

value of the Akaike Information Criterion for model selection

bic

value of the Bayesian Information Criterion for model selection

lkv

log-likelihood trace at every step

n

number of observations in the data

TT

number of time occasions

modBasic

model on the transition probabilities: default 0 for time-heterogeneous transition matrices, 1 for time-homogeneous transition matrices, 2 for partial time homogeneity based on two transition matrices one from 2 to (TT-1) and the other for TT

sepiv

standard errors for the initial probabilities

sePi

standard errors for the transition probabilities

seMu

standard errors for the conditional means

seSi

standard errors for the var-cov matrix

sc

score vector

J

information matrix

Lk

vector containing the values of the log-likelihood of the LM model with each k (latent states)

Bic

vector containing the values of the BIC of the LM model with each k (latent states)

Aic

vector containing the values of the AIC of the LM model with each k (latent states)

V

array containing the posterior distribution of the latent states for each units and time occasion

Ul

matrix containing the predicted sequence of latent states by the local decoding method

Pmarg

matrix containing the marginal distribution of the latent states

call

command used to call the function

data

data frame given in input

Author

Francesco Bartolucci, Silvia Pandolfi, Fulvia Pennoni, Alessio Farcomeni, Alessio Serafini

See Also

lmestCont