gammasUncon2gammasCon: This function constrains non-diagonal elements 'gammasUncon'...
In fHMM: Fitting Hidden Markov Models to Financial Data

gammasUncon2gammasCon

R Documentation

This function constrains non-diagonal elements `gammasUncon` of a transition probability matrix.

This function constrains non-diagonal elements gammasUncon of a transition probability matrix.

gammasUncon2gammasCon(gammasUncon, dim)

`gammasUncon`	A vector of un-constrained non-diagonal elements of a transition probability matrix.
`dim`	The dimension of the transition probability matrix.

A vector of constrained non-diagonal elements of a transition probability matrix.

fHMM documentation built on Oct. 12, 2023, 5:10 p.m.

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