Hello. The function ms_var_oos that has been introduced in Grocer 1.66 is probably what you need.
See help ms_var_oos for a description of the function. Eric Le 30 mars 2015 17:30, "dnayak" <[email protected]> a écrit : > 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 >
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