gammasUncon2Gamma: This function builds a transition probability matrix from...
In fHMM: Fitting Hidden Markov Models to Financial Data
View source: R/fHMM_parameters.R
gammasUncon2Gamma R Documentation
This function builds a transition probability matrix from un-constrained
non-diagonal elements gammasUncon.
Description
This function builds a transition probability matrix from un-constrained
non-diagonal elements gammasUncon.
Usage
gammasUncon2Gamma(gammasUncon, dim)
Arguments
gammasUncon
A vector of un-constrained non-diagonal elements of a transition probability
matrix.
dim
The dimension of the transition probability matrix.
Value
A transition probability matrix.
fHMM documentation built on Oct. 12, 2023, 5:10 p.m.
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View source: R/fHMM_parameters.R
| gammasUncon2Gamma | R Documentation |
This function builds a transition probability matrix from un-constrained
non-diagonal elements gammasUncon.
Description
This function builds a transition probability matrix from un-constrained
non-diagonal elements gammasUncon.
Usage
gammasUncon2Gamma(gammasUncon, dim)
Arguments
gammasUncon |
A vector of un-constrained non-diagonal elements of a transition probability matrix. |
dim |
The dimension of the transition probability matrix. |
Value
A transition probability matrix.
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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