View source: R/indep_multivariate_normal_hmm_functions.R
inmvnorm_hmm_pseudo_residuals | R Documentation |
Generate pseudo residuals
inmvnorm_hmm_pseudo_residuals(x, mod, type, stationary = TRUE)
x |
Matrix of observations, rows represent each variable |
mod |
List of maximum likelihood estimation results |
type |
Type of pseudo-residual, either "ordinary" or "forecast" |
stationary |
Boolean, whether the HMM is stationary or not |
Dataframe of pseudo-residuals, observations, index
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