ldhmm.log_forward: Computing the log forward and backward probabilities
In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
View source: R/ldhmm-log_forward.R
ldhmm.log_forward R Documentation
Computing the log forward and backward probabilities
Description
This utility computes the logarithms of the forward and backward probabilities,
aka alpha and beta.
The logarithm keeps the computation away from floating point under/over-flow.
(Zucchini, 5.4)
Usage
ldhmm.log_forward(object, x)
ldhmm.log_backward(object, x)
Arguments
object
an ldhmm object
x
numeric, the observations.
Value
numeric, the log probabilities
Author(s)
Stephen H. Lihn
ldhmm documentation built on May 29, 2024, 7:05 a.m.
R Package Documentation
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View source: R/ldhmm-log_forward.R
| ldhmm.log_forward | R Documentation |
Computing the log forward and backward probabilities
Description
This utility computes the logarithms of the forward and backward probabilities, aka alpha and beta. The logarithm keeps the computation away from floating point under/over-flow. (Zucchini, 5.4)
Usage
ldhmm.log_forward(object, x)
ldhmm.log_backward(object, x)
Arguments
object |
an ldhmm object |
x |
numeric, the observations. |
Value
numeric, the log probabilities
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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