GenHMM1d (version 0.2.1)

SimHMMGen: Simulation of univariate hidden Markov model

Description

This function simulates observation from a univariate hidden Markov model

Usage

SimHMMGen(theta, size = 0, Q, ZI = 0, family, n)

Value

SimData

Simulated data

MC

Simulated Markov chain

Arguments

theta

parameters; (r x p)

size

additional parameter for some discrete distributions; run the command distributions() for help

Q

transition probability matrix for regimes; (r x r)

ZI

1 if zero-inflated, 0 otherwise (default)

family

distribution name; run the function distributions() for help

n

number of simulated observations

Examples

# \donttest{
family = "gaussian"
Q = matrix(c(0.8, 0.3, 0.2, 0.7), 2, 2) ;
theta = matrix(c(0, 1.7, 0, 10),2,2) ;
y = SimHMMGen(theta, Q=Q, ZI=1,family=family, n=50)$SimData
# }