ldhmm.decoding: Computing the minus log-likelihood (MLLK)
In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
View source: R/ldhmm-decoding.R
ldhmm.decoding R Documentation
Computing the minus log-likelihood (MLLK)
Description
This utility computes the state probabilities, uses local and global decoding to calculate the states.
The results are saved to the returned ldhmm object.
Usage
ldhmm.decoding(object, x, do.global = TRUE, do.stats = TRUE)
Arguments
object
an ldhmm object
x
numeric, the observations.
do.global
logical, if TRUE (default), perform Viterbi decoding.
do.stats
logical, if TRUE (default), calculate stats.
Value
an ldhmm object containing results of decoding
Author(s)
Stephen H. Lihn
ldhmm documentation built on May 29, 2024, 7:05 a.m.
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View source: R/ldhmm-decoding.R
| ldhmm.decoding | R Documentation |
Computing the minus log-likelihood (MLLK)
Description
This utility computes the state probabilities, uses local and global decoding to calculate the states.
The results are saved to the returned ldhmm object.
Usage
ldhmm.decoding(object, x, do.global = TRUE, do.stats = TRUE)
Arguments
object |
an ldhmm object |
x |
numeric, the observations. |
do.global |
logical, if |
do.stats |
logical, if |
Value
an ldhmm object containing results of decoding
Author(s)
Stephen H. Lihn
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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