simX

<p>A simulated four-way dataset with 2 states and VII - EE covariance structure.</p>

datasets

Implements parsimonious hidden Markov models for four-way data via expectation-
conditional maximization algorithm, as described in Tomarchio et al. (2020) <arXiv:2107.04330>.
The matrix-variate normal distribution is used as emission distribution. For each hidden
state, parsimony is reached via the eigen-decomposition of the covariance matrices of the
emission distribution. This produces a family of 98 parsimonious hidden Markov models.

Salvatore D. Tomarchio

FourWayHMM

Parsimonious Hidden Markov Models for Four-Way Data

Antonio Punzo

Antonello Maruotti

simX function

<p>A four-way array having <code>p = 2</code> variables in the rows, <code>r = 3</code> variables in the columns,
<code>n = 50</code> data observations and <code>t = 10</code> times.</p>

simX: Simulated Data

Description

Usage

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Format