alfsn / regime-switching-hmm

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HMM: modificar flat prior por el el posterior del modelo preferido con full sample #62

Open alfredo-sampron opened 6 months ago

alfredo-sampron commented 6 months ago

Esto implicaría eliminar


                if not "last_day_state_probs" in locals():
                    # this checks for failure of estimation in the first day
                    last_day_state_probs = np.full(nstate, (1 / nstate))
                    # inputs a flat prior if it has no previous day to fall back on```