ldhmm.forecast_prob: Computing the forecast probability distribution
In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
View source: R/ldhmm-forecast_prob.R
ldhmm.forecast_prob R Documentation
Computing the forecast probability distribution
Description
This utility computes the forecast probability distribution (Zucchini, 5.3)
Usage
ldhmm.forecast_prob(object, x, xf, h = 1)
Arguments
object
an ldhmm object
x
numeric, the observations.
xf
numeric, the future observations to be forecasted.
h
integer, time steps to forecast.
Value
matrix of probabilities, size of h times size of xf.
Author(s)
Stephen H. Lihn
ldhmm documentation built on May 29, 2024, 7:05 a.m.
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View source: R/ldhmm-forecast_prob.R
| ldhmm.forecast_prob | R Documentation |
Computing the forecast probability distribution
Description
This utility computes the forecast probability distribution (Zucchini, 5.3)
Usage
ldhmm.forecast_prob(object, x, xf, h = 1)
Arguments
object |
an ldhmm object |
x |
numeric, the observations. |
xf |
numeric, the future observations to be forecasted. |
h |
integer, time steps to forecast. |
Value
matrix of probabilities, size of h times size of xf.
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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