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Saving the Smooth and Filtered Probabilities
Posted: Sat Jul 10, 2010 12:36 pm
by allister
Hi
How do I save the smooth and filtered probabilities from Hamilton Switching Model?
Re: Saving the Smooth and Filtered Probabilities
Posted: Sat Jul 10, 2010 2:37 pm
by TomDoan
This is a revision of the Hamilton example (using the MSVARSETUP procedure) which computes and graphs the smoothed probabilities. PT_T and PT_T1 are SERIES[VECT] with the filtered and predicted state probabilities.
Re: Saving the Smooth and Filtered Probabilities
Posted: Sun Jul 11, 2010 2:03 pm
by ac_1
Tom, when I run this, I get:
## CP18. MSVARSMOOTHED is not the Name of a PROCEDURE. (Did you forget to SOURCE?)
>>>>start gend psmooth<<<<
Is there an MSVARSMOOTHED.src ??
Re: Saving the Smooth and Filtered Probabilities
Posted: Sun Jul 11, 2010 3:28 pm
by TomDoan