Gamma2gammasCon: This function constrains the non-diagonal matrix elements of...
In fHMM: Fitting Hidden Markov Models to Financial Data
View source: R/fHMM_parameters.R
Gamma2gammasCon R Documentation
This function constrains the non-diagonal matrix elements of a transition
probability matrix Gamma.
Description
This function constrains the non-diagonal matrix elements of a transition
probability matrix Gamma.
Usage
Gamma2gammasCon(Gamma, shift = 0.001)
Arguments
Gamma
A transition probability matrix.
shift
A numeric value for shifting boundary probabilities.
Value
A vector of constrained non-diagonal matrix elements (column-wise).
fHMM documentation built on Oct. 12, 2023, 5:10 p.m.
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View source: R/fHMM_parameters.R
| Gamma2gammasCon | R Documentation |
This function constrains the non-diagonal matrix elements of a transition
probability matrix Gamma.
Description
This function constrains the non-diagonal matrix elements of a transition
probability matrix Gamma.
Usage
Gamma2gammasCon(Gamma, shift = 0.001)
Arguments
Gamma |
A transition probability matrix. |
shift |
A numeric value for shifting boundary probabilities. |
Value
A vector of constrained non-diagonal matrix elements (column-wise).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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