dfCon2dfUncon

This function un-constrains the constrained degrees of freedom <code>dfCon</code>.

internal

Fitting (hierarchical) hidden Markov models to financial data
via maximum likelihood estimation. See Oelschläger, L. and Adam, T.
"Detecting bearish and bullish markets in financial time series using
hierarchical hidden Markov models" (2021, Statistical Modelling)
<doi:10.1177/1471082X211034048> for a reference.

Lennart Oelschläger

fHMM

Fitting Hidden Markov Models to Financial Data

Timo Adam

Rouven Michels

dfCon2dfUncon function

<dl><dt>dfCon</dt>
<dd>A vector of constrained degrees of freedom.</dd></dl>

Arguments

This function un-constrains the constrained degrees of freedom dfCon. — dfCon2dfUncon

<dl>

<dt>dfCon</dt>
<dd>A vector of constrained degrees of freedom.</dd>

</dl>

dfCon2dfUncon: This function un-constrains the constrained degrees of freedom `dfCon`.

Description

Usage

Value

Arguments