ldhmm.forecast_prob {ldhmm}

Computing the forecast probability distribution

Description

This utility computes the forecast probability distribution (Zucchini, 5.3)

Usage

ldhmm.forecast_prob(object, x, xf, h = 1)

Arguments

object

an ldhmm object

x

numeric, the observations.

xf

numeric, the future observations to be forecasted.

h

integer, time steps to forecast.

Value

matrix of probabilities, size of h times size of xf.

Author(s)

Stephen H. Lihn