Man pages for GaussianHMM1d
Inference, Goodness-of-Fit and Forecast for Univariate Gaussian Hidden Markov Models
| bootstrapfun | Function to perform parametric bootstrap |
| EstHMM1d | Estimation of a univariate Gaussian Hidden Markov Model (HMM) |
| EstRegime | Estimated Regimes for the univariate Gaussian HMM |
| ForecastHMMeta | Estimated probabilities of the regimes given new observations |
| ForecastHMMPdf | Density function of a Gaussian HMM at time n+k |
| GaussianMixtureCdf | Distribution function of a mixture of Gaussian univariate... |
| GaussianMixtureInv | Inverse distribution function of a mixture of Gaussian... |
| GaussianMixturePdf | Density function of a mixture of Gaussian univariate... |
| GofHMM1d | Goodness-of-fit test of a univariate Gaussian Hidden Markov... |
| Sim.HMM.Gaussian.1d | Simulation of a univariate Gaussian Hidden Markov Model (HMM) |
| SimHMMGaussianInv | Simulation of a univariate Gaussian Hidden Markov Model (HMM) |
| Sim.Markov.Chain | Simulation of a finite Markov chain |
| Sn | Cramer-von Mises statistic for goodness-of-fit of the null... |
