ar_hmm_pw2pn: Transform normal working parameters to natural parameters

View source: R/univariate_autoregressive_hmm_functions.R

ar_hmm_pw2pnR Documentation

Transform normal working parameters to natural parameters

Description

Transform normal working parameters to natural parameters

Usage

ar_hmm_pw2pn(m, q, parvect, stationary = TRUE)

Arguments

m

Number of states

q

Order of the autoregressive model

parvect

Vector of working parameters

stationary

Boolean, whether the HMM is stationary or not

Value

List of natural parameters mu, sigma, gamma, phi, delta


longjess/hornsharkHMM documentation built on June 15, 2022, 11:32 p.m.