| Name : R-GaussianHMM1d
| |
| Version : 1.1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:33:33
|
| Group : Development/Libraries/Other
| Source RPM : R-GaussianHMM1d-1.1.1-lp153.1.5.src.rpm
|
| Size : 0.07 MB
| |
| Packager : (none)
| |
| Summary : Inference, Goodness-of-Fit and Forecast for Univariate Gaussian Hidden Markov Models
|
Description :
Inference, goodness-of-fit test, and prediction densities and intervals
for univariate Gaussian Hidden Markov Models (HMM). The goodness-of-fit
is based on a Cramer-von Mises statistic and uses parametric bootstrap
to estimate the p-value. The description of the methodology is taken
from Chapter 10.2 of Remillard (2013) < doi:10.1201/b14285>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
