ConditionalStateProbabilities: Array;
ConditionalStateProbabilities: System.Array;
The ConditionalStateProbabilities property returns a series of transition probabilities for each period of time.
To get estimation of transition parameters, use the ISmMarkovSwitchingGARCH.P00 and ISmMarkovSwitchingGARCH.P11 properties.
The property use is given in the example for ISmMarkovSwitchingGARCH.MCMCParameters.
See also: