gammasCon2gammasUncon

This function un-constrains the constrained non-diagonal elements
<code>gammasCon</code> of a transition probability matrix of dimension <code>dim</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

gammasCon2gammasUncon function

<dl><dt>gammasCon</dt>
<dd>A vector of constrained non-diagonal elements of a transition probability
matrix.</dd>
<dt>dim</dt>
<dd>The dimension of the transition probability matrix.</dd></dl>

Arguments

This function un-constrains the constrained non-diagonal elements
gammasCon of a transition probability matrix of dimension dim. — gammasCon2gammasUncon

<dl>

<dt>gammasCon</dt>
<dd>A vector of constrained non-diagonal elements of a transition probability
matrix.</dd>


<dt>dim</dt>
<dd>The dimension of the transition probability matrix.</dd>

</dl>

This function un-constrains the constrained non-diagonal elements
<code>gammasCon</code> of a transition probability matrix of dimension <code>dim</code>.

gammasCon2gammasUncon: This function un-constrains the constrained non-diagonal elements `gammasCon` of a transition probability matrix of dimension `dim`.

Description

Usage

Value

Arguments