Description Usage Arguments Value Author(s) References See Also
View source: R/emisprob.MSAR.VM.R
Computes emission probabilities for von Mises MSAR models
1 | emisprob.MSAR.VM(data, theta, covar = NULL)
|
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. |
prob : emission probabilities for each observation and each regime
Valerie Monbet, valerie.monbet@univ-rennes1.fr
Ailliot P., Bessac J., Monbet V., Pene F., (2014) Non-homogeneous hidden Markov-switching models for wind time series. JSPI.
emisprob.MSAR
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