Extract regime probabilities for HMM models

Compute posterior probabilities of regime assignments

Usage

regime_probs(fit)

Arguments

fit

A dbn_hmm model fit object

Value

Matrix of regime probabilities (T x R) or NULL

See also

plot_regime_probs, param_summary, dbn_hmm

Examples

# \donttest{
sim <- simulate_hmm_dbn(n = 6, time = 10, R = 2, seed = 1)
fit <- dbn(sim$Y, model = "hmm", R = 2, nscan = 200, burn = 100, verbose = FALSE)
rp <- regime_probs(fit)
# }