ldhmm.state_pdf: Computing the PDF per state given the observations

In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution

Description

Computing the PDF per state given the observations. Only one of state or x can be a vector per call.

Usage

ldhmm.state_pdf(object, state, x)

Arguments

object	an ldhmm object
state	numeric, the states.
x	numeric, the observations.

Value

a vector or matrix of PDF. The dimension of matrix is state times x

Author(s)

Stephen H. Lihn

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