residuals.fHMM_model: Residuals

In fHMM: Fitting Hidden Markov Models to Financial Data

Residuals

Description

This function extracts the computed (pseudo-) residuals of an fHMM_model object.

Usage

## S3 method for class 'fHMM_model'
residuals(object, ...)

Arguments

object	An object of class fHMM_model.
...	Ignored.

Value

A vector (or a matrix, in case of an hierarchical HMM) with (pseudo-) residuals for each observation.

Examples

compute_residuals(dax_model_3t)
res <- residuals(dax_model_3t)
head(res)

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