simulated_data

<p>Simulated data with two groups, used to illustrate <code>cdghmm</code></p>

datasets

Estimates hidden Markov models from the family of Cholesky-decomposed Gaussian hidden Markov models (CDGHMM) under various missingness schemes. This family improves upon estimation of traditional Gaussian HMMs by introducing parsimony, as well as, controlling for dropped out observations and non-random missingness. See Neal, Sochaniwsky and McNicholas (2024) <DOI:10.1007/s11222-024-10462-0>.

Mackenzie R. Neal

CDGHMM

Hidden Markov Models for Multivariate Panel Data

Alexa A. Sochaniwsky

Paul D. McNicholas

simulated_data function

Simulated data from Simulation 1 in cited paper. — simulated_data

Simulated data from Simulation 1 in cited paper.

simulated_data: Simulated data from Simulation 1 in cited paper.

Description

Usage

Arguments