View source: R/univariate_autoregressive_hmm_functions.R
ar_hmm_pw2pn | R Documentation |
Transform normal working parameters to natural parameters
ar_hmm_pw2pn(m, q, parvect, stationary = TRUE)
m |
Number of states |
q |
Order of the autoregressive model |
parvect |
Vector of working parameters |
stationary |
Boolean, whether the HMM is stationary or not |
List of natural parameters mu, sigma, gamma, phi, delta
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.