emisprob.MSAR.VM: Emission probabilities for von Mises MSAR
Description
Computes emission probabilities for von Mises MSAR models
Usage
emisprob.MSAR.VM(data, theta, covar = NULL)
Arguments
data
array of univariate or multivariate series with dimension T*N.samples*d.
T: number of time steps of each sample, N.samples: number of realisations of the same stationary process, d: dimension.
theta
model's parameter; object of class MSAR. See also init.theta.MSAR.VM.
covar
covariables for emission probabilities.
Value
prob : emission probabilities for each observation and each regime
References
Ailliot P., Bessac J., Monbet V., Pene F., (2014) Non-homogeneous hidden Markov-switching models for wind time series. JSPI.