Man pages for GaussianHMM1d
Inference, Goodness-of-Fit and Forecast for Univariate Gaussian Hidden Markov Models

bootstrapfunFunction to perform parametric bootstrap
EstHMM1dEstimation of a univariate Gaussian Hidden Markov Model (HMM)
EstRegimeEstimated Regimes for the univariate Gaussian HMM
ForecastHMMetaEstimated probabilities of the regimes given new observations
ForecastHMMPdfDensity function of a Gaussian HMM at time n+k
GaussianMixtureCdfDistribution function of a mixture of Gaussian univariate...
GaussianMixtureInvInverse distribution function of a mixture of Gaussian...
GaussianMixturePdfDensity function of a mixture of Gaussian univariate...
GofHMM1dGoodness-of-fit test of a univariate Gaussian Hidden Markov...
Sim.HMM.Gaussian.1dSimulation of a univariate Gaussian Hidden Markov Model (HMM)
SimHMMGaussianInvSimulation of a univariate Gaussian Hidden Markov Model (HMM)
Sim.Markov.ChainSimulation of a finite Markov chain
SnCramer-von Mises statistic for goodness-of-fit of the null...
GaussianHMM1d documentation built on July 9, 2023, 6:52 p.m.