R: Goodness-of-Fit for Zero-Inflated Univariate Hidden Markov Models

# Goodness-of-Fit for Zero-Inflated Univariate Hidden Markov Models

## Documentation for package ‘GenHMM1d’ version 0.2.1

- DESCRIPTION file.

## Help Pages

CDF | Cumulative distribution function
distributions | The names and descriptions of the univariate distributions
ES | Expected shortfall function
EstHMMGen | Estimation of univariate hidden Markov model
ForecastHMMCdf | Forecasted cumulative distribution function of a univariate HMM at times n+k1, n+k2,....
ForecastHMMeta | Predicted probabilities of regimes of a univariate HMM for a new observation
ForecastHMMPdf | Forecasted density function of a univariate HMM at time n+k1, n+k2, ...
ForecastHMMVAR | Value at risk (VAR) of a univariate HMM at time n+k1, n+k2, ...
GofHMMGen | Goodness-of-fit of univariate hidden Markov model
graphEstim | Graphs
GridSearchS0 | Gridsearch
PDF | Probability density function
QUANTILE | Quantile function
SimHMMGen | Simulation of univariate hidden Markov model
SimMarkovChain | Markov chain simulation
Snd1 | Cramer-von Mises statistic for the goodness-of-fit test of the null hypothesis of a univariate uniform distribution over [0,1]