ldhmm.w2n: Transforming working parameter array to natural parameters
In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
Description
Usage
Arguments
Value
Author(s)
Description
This utility transforms the working parameter array back to
the vectors and matrix of the contrained parameters. (Zucchini, 3.3.1)
Usage
1
ldhmm.w2n(object, par.vector, mu.scale = 1)
Arguments
object
an ldhmm object that can supply m, param.nbr and stationary.
par.vector
numeric, linear working parameter array. See ldhmm.n2w.
mu.scale
numeric, it should mirror what is provided to ldhmm.n2w.
Default is 1.
Value
an ldhmm object
Author(s)
Stephen H. Lihn
ldhmm documentation built on Jan. 11, 2020, 9:16 a.m.
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Description Usage Arguments Value Author(s)
Description
This utility transforms the working parameter array back to the vectors and matrix of the contrained parameters. (Zucchini, 3.3.1)
Usage
1 | ldhmm.w2n(object, par.vector, mu.scale = 1)
|
Arguments
object |
an ldhmm object that can supply m, param.nbr and stationary. |
par.vector |
numeric, linear working parameter array. See |
mu.scale |
numeric, it should mirror what is provided to |
Value
an ldhmm object
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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