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List:       scilab-users
Subject:    Re: [Scilab-users] Grocer: Estimation of a Sequence of States
From:       Eric Dubois <grocer.toolbox () gmail ! com>
Date:       2015-03-30 16:55:47
Message-ID: CAGgDjFQgAbnk-ziw_jjt5xgB87shLDzZFaB3xQAFn4aWCE3Rkg () mail ! gmail ! com
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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@ncsu.edu> a =C3=A9crit :

> 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 us=
e
> those parameters to estimate the sequence of states in a given time-serie=
s
> 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
> users@lists.scilab.org
> http://lists.scilab.org/mailman/listinfo/users
>

[Attachment #5 (text/html)]

<div dir="ltr"><p dir="ltr">Hello.</p><p dir="ltr">The function ms_var_oos that has \
been introduced in Grocer 1.66 is probably what you need.<br></p><p>See help \
ms_var_oos for a description of the function.</p><p>Eric<br></p> <div \
class="gmail_quote">Le 30 mars 2015 17:30, &quot;dnayak&quot; &lt;<a \
href="mailto:dnayak@ncsu.edu" target="_blank">dnayak@ncsu.edu</a>&gt; a écrit :<br \
type="attribution"><blockquote class="gmail_quote" style="margin:0 0 0 \
.8ex;border-left:1px #ccc solid;padding-left:1ex">Hi,<br> <br>
I have been using Grocer for some time now for the estimation of HMM-VAR<br>
parameters. However, I have a different problem now.<br>
<br>
Suppose, I have estimated the parameters of an HMM-VAR. Now, I want to use<br>
those parameters to estimate the sequence of states in a given time-series<br>
data. This may or may not be the data used to obtain the parameters.<br>
<br>
Is there any function, that is able to do that?<br>
<br>
Thanks,<br>
Deb<br>
<br>
<br>
<br>
--<br>
View this message in context: <a \
href="http://mailinglists.scilab.org/Grocer-Estimation-of-a-Sequence-of-States-tp4031997.html" \
target="_blank">http://mailinglists.scilab.org/Grocer-Estimation-of-a-Sequence-of-States-tp4031997.html</a><br>
 Sent from the Scilab users - Mailing Lists Archives mailing list archive at \
Nabble.com.<br> _______________________________________________<br>
users mailing list<br>
<a href="mailto:users@lists.scilab.org" \
target="_blank">users@lists.scilab.org</a><br> <a \
href="http://lists.scilab.org/mailman/listinfo/users" \
target="_blank">http://lists.scilab.org/mailman/listinfo/users</a><br> \
</blockquote></div> </div>



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