Goodness-of-Fit for Zero-Inflated Univariate Hidden Markov Models

Documentation for package ‘GenHMM1d’ version 0.2.1

CDF	Cumulative distribution function
distributions	The names and descriptions of the univariate distributions
ES	Expected shortfall function
EstHMMGen	Estimation of univariate hidden Markov model
ForecastHMMCdf	Forecasted cumulative distribution function of a univariate HMM at times n+k1, n+k2,....
ForecastHMMeta	Predicted probabilities of regimes of a univariate HMM for a new observation
ForecastHMMPdf	Forecasted density function of a univariate HMM at time n+k1, n+k2, ...
ForecastHMMVAR	Value at risk (VAR) of a univariate HMM at time n+k1, n+k2, ...
GofHMMGen	Goodness-of-fit of univariate hidden Markov model
graphEstim	Graphs
GridSearchS0	Gridsearch
PDF	Probability density function
QUANTILE	Quantile function
SimHMMGen	Simulation of univariate hidden Markov model
SimMarkovChain	Markov chain simulation
Snd1	Cramer-von Mises statistic for the goodness-of-fit test of the null hypothesis of a univariate uniform distribution over [0,1]