ldhmm.w2n: Transforming working parameter array to natural parameters
In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
ldhmm.w2n R Documentation
Transforming working parameter array to natural parameters
Description
This utility transforms the working parameter array back to
the vectors and matrix of the contrained parameters. (Zucchini, 3.3.1)
Usage
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 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.
| ldhmm.w2n | R Documentation |
Transforming working parameter array to natural parameters
Description
This utility transforms the working parameter array back to the vectors and matrix of the contrained parameters. (Zucchini, 3.3.1)
Usage
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.
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.