Auxiliary function that approximate the normalizing constant. Used when approximating marginal likelihood.
estimateNormalizingConst(SampDens, boolHMM, dft, RIS, IS, NsmpResmp, llUn, Mclust = TRUE)The sample and density
Number that controls the method.
Degree of freedom used in the t-distribution.
RIS in the algorithm.
IS in the algorithm.
Number of resampling used in the algorithm.
Unnormalized log likelihood.
Auxiliary variable. Set to TRUE.
It returns the approximated normalizing constant.
See Manual.pdf in "inst/extdata" folder.
Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and Samuel Kou (2019+) "Determine the number of states in hidden markov models via marginal likelihood." Submitted.