sigmaUncon2sigmaCon

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

sigmaUncon2sigmaCon function

<dl><dt>sigmaUncon</dt>
<dd>A vector of un-constrained standard deviations.</dd></dl>

Arguments

This function constrains the un-constrained standard deviations
sigmaUncon. — sigmaUncon2sigmaCon

<dl>

<dt>sigmaUncon</dt>
<dd>A vector of un-constrained standard deviations.</dd>

</dl>

sigmaUncon2sigmaCon: This function constrains the un-constrained standard deviations `sigmaUncon`.

Description

Usage

Value

Arguments