Man pages for GenHMM1d
Goodness-of-Fit for Zero-Inflated Univariate Hidden Markov Models
| alpha2theta | Transformation of unconstrained parameters to constrained... |
| bfun | Bootstrap for the univariate distributions |
| CDF | Cumulative distribution function |
| CDF_est | Cumulative distribution function |
| distributions | The names and descriptions of the univariate distributions |
| ES | Expected shortfall function |
| EstHMMGen | Estimation of univariate hidden Markov model |
| ForecastHMMCdf | Forecasted cumulative distribution function of a univariate... |
| ForecastHMMeta | Predicted probabilities of regimes of a univariate HMM for a... |
| ForecastHMMPdf | Forecasted density function of a univariate HMM at time n+k1,... |
| ForecastHMMVAR | Value at risk (VAR) of a univariate HMM at time n+k1, n+k2,... |
| GofHMMGen | Goodness-of-fit of univariate hidden Markov model |
| graphEstim | Graphs |
| GridSearchS0 | Gridsearch |
| Probability density function | |
| PDF_unc | Probability density function |
| QUANTILE | Quantile function |
| SimHMMGen | Simulation of univariate hidden Markov model |
| SimMarkovChain | Markov chain simulation |
| Snd1 | Cramer-von Mises statistic for the goodness-of-fit test of... |
| theta2alpha | Transform constrained parameters to unconstrained parameters |
