mvnorm_hmm_pseudo_residuals: Generate pseudo residuals

View source: R/multivariate_normal_hmm_functions.R

mvnorm_hmm_pseudo_residualsR Documentation

Generate pseudo residuals

Description

Generate pseudo residuals

Usage

mvnorm_hmm_pseudo_residuals(x, mod, type, stationary = TRUE)

Arguments

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

Value

Dataframe of pseudo-residuals, observations, index


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