ldhmm.forecast_state {ldhmm}

Computing the state forecast

Description

This utility computes the state forecast, given the sequence of observations in the past.

Usage

ldhmm.forecast_state(object, x, h = 1)

Arguments

object

an ldhmm object

x

numeric, the observations.

h

integer, time steps to forecast.

Value

matrix of probabilities per state (even if h=1), number of states times size of h

Author(s)

Stephen H. Lihn