muUncon2muCon

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

muUncon2muCon function

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

Arguments

This function constrains the un-constrained expected values muUncon. — muUncon2muCon

<dl>

<dt>muUncon</dt>
<dd>A vector of un-constrained expected values.</dd>


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

</dl>

muUncon2muCon: This function constrains the un-constrained expected values `muUncon`.

Description

Usage

Value

Arguments