norm_forecast_psr: Compute forecast normal pseudo-residuals

Description Usage Arguments Value

View source: R/norm_forecast_psr.R

Description

This function computes the normal forecast pseudo-residuals of the data x fitted with hmm (with normal state dependent distributions).

Usage

1
norm_forecast_psr(x, hmm, state_dep_dist_pooled = FALSE)

Arguments

x

The data to be fit with an HMM in the form of a 3D array. The first index (row) corresponds to time, the second (column) to the variable number, and the third (matrix number) to the subject number.

hmm

A list of parameters that specify the normal HMM, including num_states, num_variables, num_subjects, mu, sigma, gamma, delta.

state_dep_dist_pooled

A logical variable indicating whether the state dependent distribution parameters mu and sigma should be treated as equal for all subjects.

Value

A list of vectors (one for each subject) of the pseudo-residuals.


simonecollier/lizardHMM documentation built on Dec. 23, 2021, 2:24 a.m.