SimMarkovChain

This function generates a Markov chain X(1), ..., X(n) with transition matrix Q, starting from a state eta0 or the uniform distribution on 1,..., r.

Inference, goodness-of-fit tests, and predictions for continuous and discrete univariate Hidden Markov Models (HMM), including zero-inflated distributions. The goodness-of-fit test is based on a Cramer-von Mises statistic and uses parametric bootstrap to estimate the p-value. The description of the methodology is taken from Nasri et al (2020) <doi:10.1029/2019WR025122>.

Bouchra Nasri

GenHMM1d

Goodness-of-Fit for Zero-Inflated Univariate Hidden Markov
Models

Mamadou Yamar Thioub

SimMarkovChain function

<dl><dt>Q</dt>
<dd>transition probability matrix</dd>
<dt>n</dt>
<dd>number of simulated vectors</dd>
<dt>eta0</dt>
<dd>initial value in 1,...,r.</dd></dl>

Arguments

Markov chain simulation — SimMarkovChain

<dl>

<dt>Q</dt>
<dd>transition probability matrix</dd>


<dt>n</dt>
<dd>number of simulated vectors</dd>


<dt>eta0</dt>
<dd>initial value in 1,...,r.</dd>

</dl>

SimMarkovChain: Markov chain simulation

Description

Usage

Value

Arguments