nLL_hmm: Negative log-likelihood function of an HMM
In fHMM: Fitting Hidden Markov Models to Financial Data
nLL_hmm R Documentation
Negative log-likelihood function of an HMM
Description
This function computes the negative log-likelihood of an HMM.
Usage
nLL_hmm(parUncon, observations, controls)
Arguments
parUncon
An object of class parUncon.
observations
The vector of the simulated or empirical data used for estimation.
controls
An object of class fHMM_controls.
Value
The negative log-likelihood value.
fHMM documentation built on Oct. 12, 2023, 5:10 p.m.
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| nLL_hmm | R Documentation |
Negative log-likelihood function of an HMM
Description
This function computes the negative log-likelihood of an HMM.
Usage
nLL_hmm(parUncon, observations, controls)
Arguments
parUncon |
An object of class |
observations |
The vector of the simulated or empirical data used for estimation. |
controls |
An object of class |
Value
The negative log-likelihood value.
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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