ldhmm.forecast_state: Computing the state forecast
In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
View source: R/ldhmm-forecast_state.R
ldhmm.forecast_state R Documentation
Computing the state forecast
Description
This utility computes the state forecast, given the sequence of observations in the past.
Usage
ldhmm.forecast_state(object, x, h = 1)
Arguments
object
an ldhmm object
x
numeric, the observations.
h
integer, time steps to forecast.
Value
matrix of probabilities per state (even if h=1), number of states times size of h
Author(s)
Stephen H. Lihn
ldhmm documentation built on May 29, 2024, 7:05 a.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.
View source: R/ldhmm-forecast_state.R
| ldhmm.forecast_state | R Documentation |
Computing the state forecast
Description
This utility computes the state forecast, given the sequence of observations in the past.
Usage
ldhmm.forecast_state(object, x, h = 1)
Arguments
object |
an ldhmm object |
x |
numeric, the observations. |
h |
integer, time steps to forecast. |
Value
matrix of probabilities per state (even if h=1), number of states times size of h
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.
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.