View source: R/univariate_normal_hmm_functions.R
norm_hmm_pseudo_residuals | R Documentation |
Generate pseudo residuals
norm_hmm_pseudo_residuals(x, mod, type, stationary)
x |
Vector of observations |
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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