muCon2muUncon

This function un-constrains the constrained expected values <code>muCon</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

muCon2muUncon function

<dl><dt>muCon</dt>
<dd>A vector of constrained expected values.</dd>
<dt>link</dt>
<dd>A boolean, determining whether to apply the link function.</dd></dl>

Arguments

This function un-constrains the constrained expected values muCon. — muCon2muUncon

<dl>

<dt>muCon</dt>
<dd>A vector of constrained expected values.</dd>


<dt>link</dt>
<dd>A boolean, determining whether to apply the link function.</dd>

</dl>

muCon2muUncon: This function un-constrains the constrained expected values `muCon`.

Description

Usage

Value

Arguments