ldhmm.log_forward: Computing the log forward and backward probabilities
In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
Description
Usage
Arguments
Value
Author(s)
View source: R/ldhmm-log_forward.R
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
1
2
3
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 Jan. 11, 2020, 9:16 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.
Description Usage Arguments Value Author(s)
View source: R/ldhmm-log_forward.R
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
1 2 3 | 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.
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.