Package: GaussianHMM1d
Title: Inference, Goodness-of-Fit and Forecast for Univariate Gaussian
        Hidden Markov Models
Version: 1.0.1
Author: Bouchra R. Nasri and Bruno N. Remillard 
Maintainer: Bouchra Nasri <bouchra.nasri@gmail.com>
Description: Inference, goodness-of-fit test, and prediction densities and intervals for univariate Gaussian Hidden Markov Models (HMM). The goodness-of-fit is based on a Cramer-von Mises statistic and uses parametric bootstrap to estimate the p-value. The description of the methodology is taken from Chapter 10.2 of Remillard (2013) <doi:10.1201/b14285>.
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
Depends: foreach, doParallel, parallel
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2019-03-06 18:12:51 UTC; Utilisateur
Repository: CRAN
Date/Publication: 2019-03-07 17:22:53 UTC
