<div dir="ltr">Hello Brian<div><br></div><div>Sorry for this late answer, but I have been quite busy these days.</div><div><br></div><div>I did not notice the problem with this version of the MS programs. Indeed I have changed the optimization device of all GROCER programs and I have not adapted the defaults for the MS programs.</div>
<div><br></div><div>If you run:</div><div>-->Â global GROCERDIR;</div><div>-->Â load(GROCERDIR+'\data\us_revu.dat')</div><div>--> bounds('1967m4','2004m2')</div><div>Â </div><div>--> nb_states=2</div>
<div>--> switch_var=2 // variances are switching</div><div>--> var_opt=3 // unrestricted var-cov matrix</div><div>Â </div><div>--> r=ms_var('cte',3,'100*(log(us_revu)-lagts(2,log(us_revu)))',nb_states,switch_var,var_opt,'prt=initial;final','opt_convg=0')</div>
<div>(see chapter 6 of the manual for explanations)</div><div><br></div><div>Then the results of the ms_var demo is restaured.</div><div><br></div><div>I will change the default in Grocer next version .</div><div><br></div>
<div>Regards.</div><div><br></div><div>Éric.</div></div><div class="gmail_extra"><br><br><div class="gmail_quote">2014-05-19 12:56 GMT+02:00 Brian Bouterse <span dir="ltr"><<a href="mailto:bmbouter@gmail.com" target="_blank">bmbouter@gmail.com</a>></span>:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr">Hi Scilab community!<div><br></div><div>I'm new to Scilab, and the AR-HMM and VAR-HMM solving capabilities of GROCER are what interest me.</div>
<div><br></div><div>I have a question relating to Chapter 23 from the GROCER manual[0]. Â This is the univariate MS-AR(3) solved using the function ms_reg_d() on the us_revu.dat data included with GROCER. Â I have made no adjustment from the example statements in Chapter 23.</div>
<div><br></div><div>The example output is shown on pages 4 and 5 of the Chapter 23 module. Â Compare that against the output I receive.</div><div><br></div><div><a href="http://fpaste.org/102978/14004958/" target="_blank">http://fpaste.org/102978/14004958/</a><br>
</div><div><br></div><div>Here are my questions:</div><div><br></div><div>1. Â The numerical output is completely different. Â I expected it to be the same since the data is provided by GROCER, and I've done the example exactly as shown in Chapter 23. Â Is there some explanation to why the solved solution I receive is different than the example output in the chapter?</div>
<div><br></div><div>2.  I see output like %i*8.4469016 which seems like an error because %i looks like a variable that yet needs to be replaced, and then multiplied to get to its final value.  Is this some kind of bug or error?</div>
<div><br></div><div>Thanks for any help the community can provide.  We'll be using this for a seminar on HMM, AR-HMM, and VAR-HMM at North Carolina State University.  I'm also a developer, so I really appreciate all the effort that has been put into scilab and GROCER. </div>
<div><br></div><div>Thanks,</div><div>Brian</div><div><br></div><div><br></div><div>[0]: Â <a href="http://dubois.ensae.net/Grocer_manual_v1.6.zip" target="_blank">http://dubois.ensae.net/Grocer_manual_v1.6.zip</a></div><span class="HOEnZb"><font color="#888888"><div>
<br clear="all">
<div><br></div>-- <br><div dir="ltr">Brian Bouterse<br></div>
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