sample_tpm: Sample transition probability matrices
In fHMM: Fitting Hidden Markov Models to Financial Data
sample_tpm R Documentation
Sample transition probability matrices
Description
This function returns a random, squared matrix of dimension dim
that fulfills the properties of a transition probability matrix.
Usage
sample_tpm(dim)
Arguments
dim
An integer, the matrix dimension.
Value
A transition probability matrix.
Examples
## Not run:
sample_tpm(dim = 3)
## End(Not run)
fHMM documentation built on Oct. 12, 2023, 5:10 p.m.
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.
| sample_tpm | R Documentation |
Sample transition probability matrices
Description
This function returns a random, squared matrix of dimension dim
that fulfills the properties of a transition probability matrix.
Usage
sample_tpm(dim)
Arguments
dim |
An |
Value
A transition probability matrix.
Examples
## Not run:
sample_tpm(dim = 3)
## End(Not run)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.