[Scilab-users] Grocer: Estimation of a Sequence of States

[dnayak]

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.