dfUncon2dfCon

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

dfUncon2dfCon function

<dl><dt>dfUncon</dt>
<dd>A vector of un-constrained degrees of freedom.</dd></dl>

Arguments

This function constrains the un-constrained degrees of freedom dfUncon. — dfUncon2dfCon

<dl>

<dt>dfUncon</dt>
<dd>A vector of un-constrained degrees of freedom.</dd>

</dl>

dfUncon2dfCon: This function constrains the un-constrained degrees of freedom `dfUncon`.

Description

Usage

Value

Arguments