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

[Eric Dubois]

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" <dnayak at ncsu.edu> 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
>
>
>
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