The function will give the probability of observing pred_obs at time
pred_time.
Usage
forecast(pred_obs,pred_time,HM,X)
Arguments
- pred_obs
The observation we would like to predict
- pred_time
The time at which the observation should occur
- HM
A HMM object
- X
The vector containing the data, which the model should be based on.
Value
The probability of observing then observation at time T+n
Details
Note that the time we are prediction on, is not the time after the model has started,
but after the observed data has been observed. So if there is n observation in the data,
and we are looking t into the future we are n+t away form the first hidden state in the model.
