R: Inference, Goodness-of-Fit and Forecast for Univariate Gaussian Hidden Markov Models

# Inference, Goodness-of-Fit and Forecast for Univariate Gaussian Hidden Markov Models

## Documentation for package ‘GaussianHMM1d’ version 1.1.2

- DESCRIPTION file

## Help Pages

EstHMM1d | Estimation of a univariate Gaussian Hidden Markov Model (HMM)
EstRegime | Estimated Regimes for the univariate Gaussian HMM
ForecastHMMeta | Estimated probabilities of the regimes given new observations
ForecastHMMPdf | Density function of a Gaussian HMM at time n+k
GaussianMixtureCdf | Distribution function of a mixture of Gaussian univariate distributions
GaussianMixtureInv | Inverse distribution function of a mixture of Gaussian univariate distributions
GaussianMixturePdf | Density function of a mixture of Gaussian univariate distributions
GofHMM1d | Goodness-of-fit test of a univariate Gaussian Hidden Markov Model
Sim.HMM.Gaussian.1d | Simulation of a univariate Gaussian Hidden Markov Model (HMM)
Sim.Markov.Chain | Simulation of a finite Markov chain
SimHMMGaussianInv | Simulation of a univariate Gaussian Hidden Markov Model (HMM)
Sn | Cramer-von Mises statistic for goodness-of-fit of the null hypothesis of a univariate uniform distrubtion over [0,1]