HMMmlselect (version 0.1.6)

find_importance_function: find_importance_function

Description

Auxiliary function that computes the importance weight used in approximate the normalizing constant.

Usage

find_importance_function(x, boolUseMclust)

Arguments

x

The data that the importance weight is computed on.

boolUseMclust

Auxiliary variable. Set to TRUE.

Value

It returns the importance weight used in approximated normalizing constant.

Details

See Manual.pdf in "inst/extdata" folder.

References

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.