Emission probabilities for von Mises MSAR

Description

Computes emission probabilities for von Mises MSAR models

Usage

1
emisprob.MSAR.VM(data, theta, covar = NULL)

Arguments

data

array of univariate or multivariate series with dimension T*N.samples*d. T: number of time steps of each sample, N.samples: number of realisations of the same stationary process, d: dimension.

theta

model's parameter; object of class MSAR. See also init.theta.MSAR.VM.

covar

covariables for emission probabilities.

Value

prob : emission probabilities for each observation and each regime

Author(s)

Valerie Monbet, valerie.monbet@univ-rennes1.fr

References

Ailliot P., Bessac J., Monbet V., Pene F., (2014) Non-homogeneous hidden Markov-switching models for wind time series. JSPI.

See Also

emisprob.MSAR

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