get_all_inmar_means: Get all means for multivariate autoregressive series

In longjess/hornsharkHMM: Functions For Analysing Horn Shark Data Using Hidden Markov Models

Get all means for multivariate autoregressive series

Description

Get all means for multivariate autoregressive series

Usage

get_all_inmar_means(x, mod, m, q, k)

Arguments

x	Observations coming from an independent multivariate autoregressive series, in a matrix with k rows. Each row corresponds to a variable.
mod	List of HMM parameters
m	Number of states
q	Order of the autoregressive model
k	Number of variables

Value

List of autoregressive means corresponding to each state. Means are in a n x k matrix, where n is the number of observations.

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