ldhmm.forecast_state: Computing the state forecast
In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution

This utility computes the state forecast, given the sequence of observations in the past.

1	ldhmm.forecast_state(object, x, h = 1)

`object`	an ldhmm object
`x`	numeric, the observations.
`h`	integer, time steps to forecast.

matrix of probabilities per state (even if h=1), number of states times size of h

Stephen H. Lihn

ldhmm documentation built on Jan. 11, 2020, 9:16 a.m.

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