Hi, I have been using Grocer for some time now for the estimation of HMM-VAR parameters. However, I have a different problem now.
Suppose, I have estimated the parameters of an HMM-VAR. Now, I want to use those parameters to estimate the sequence of states in a given time-series data. This may or may not be the data used to obtain the parameters. Is there any function, that is able to do that? Thanks, Deb -- View this message in context: http://mailinglists.scilab.org/Grocer-Estimation-of-a-Sequence-of-States-tp4031997.html Sent from the Scilab users - Mailing Lists Archives mailing list archive at Nabble.com. _______________________________________________ users mailing list [email protected] http://lists.scilab.org/mailman/listinfo/users
