sigmaCon2sigmaUncon

This function un-constrains the constrained standard deviations
<code>sigmaCon</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

sigmaCon2sigmaUncon function

<dl><dt>sigmaCon</dt>
<dd>A vector of constrained standard deviations.</dd></dl>

Arguments

This function un-constrains the constrained standard deviations
sigmaCon. — sigmaCon2sigmaUncon

<dl>

<dt>sigmaCon</dt>
<dd>A vector of constrained standard deviations.</dd>

</dl>

sigmaCon2sigmaUncon: This function un-constrains the constrained standard deviations `sigmaCon`.

Description

Usage

Value

Arguments