simulate_observations: Simulate state-dependent observations
In fHMM: Fitting Hidden Markov Models to Financial Data

simulate_observations

R Documentation

Simulate state-dependent observations

Description

This function simulates state-dependent observations.

Usage

simulate_observations(
  markov_chain,
  sdd,
  mu,
  sigma = NULL,
  df = NULL,
  seed = NULL,
  total_length = length(markov_chain)
)

Arguments

`markov_chain`	[`integer()`] A `numeric` vector of states of a Markov chain.
`sdd`	[`character(1)`] A `character`, the name of the state-dependent distribution.
`mu`	[`numeric()`] A `numeric` vector of expected values.
`sigma`	[`NULL` \| `numeric()`] A `numeric` vector of standard deviations (if any).
`df`	[`NULL` \| `numeric()`] A `numeric` vector of degrees of freedom (if any).
`seed`	[`NULL` \| `integer(1)`] Sets a seed for the observation sampling.
`total_length`	[`integer(1)`] An `integer`, the total length of the output vector. Must be greater or equal than `length(markov_chain)`.

Value

A numeric vector of length total_length, where the first length(markov_chain) elements are numeric values and the last total_length - length(markov_chain) elements are NA_real_.

fHMM documentation built on May 5, 2026, 5:07 p.m.