Smoothed inference of operative latent states in Markov-switching dynamic regression data
uses additional
options specified by one or more name-value pair arguments. For example, SS
= smooth(Mdl
,Y
,Name,Value
)'Y0',Y0
initializes the dynamic component of each submodel by using the presample response data Y0
.
smooth
refines current estimates of the state distribution that filter
produces by iterating backward from the full sample history Y
.
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