decode_states: Decode the underlying hidden state sequence
In fHMM: Fitting Hidden Markov Models to Financial Data
View source: R/decode_states.R
decode_states R Documentation
Decode the underlying hidden state sequence
Description
This function decodes the (most likely) underlying hidden state sequence by
applying the Viterbi algorithm for global decoding.
Usage
decode_states(x, verbose = TRUE)
Arguments
x
An object of class fHMM_model.
verbose
Set to TRUE to print progress messages.
Value
An object of class fHMM_model with decoded state sequence
included.
References
https://en.wikipedia.org/wiki/Viterbi_algorithm
Examples
decode_states(dax_model_3t)
plot(dax_model_3t, type = "ts")
fHMM documentation built on Oct. 12, 2023, 5:10 p.m.
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View source: R/decode_states.R
| decode_states | R Documentation |
Decode the underlying hidden state sequence
Description
This function decodes the (most likely) underlying hidden state sequence by applying the Viterbi algorithm for global decoding.
Usage
decode_states(x, verbose = TRUE)
Arguments
x |
An object of class |
verbose |
Set to |
Value
An object of class fHMM_model with decoded state sequence
included.
References
https://en.wikipedia.org/wiki/Viterbi_algorithm
Examples
decode_states(dax_model_3t)
plot(dax_model_3t, type = "ts")
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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