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HMMmlselect (version 0.1.6)

ll_un_normalized_hmm_gm: ll_un_normalized_hmm_gm

Description

Auxiliary function that computes the unnormalized posterior density of HMM and Gaussian mixture.

Usage

ll_un_normalized_hmm_gm(paras, yobs, bool_hmm, priors)

Arguments

paras

The parameter for the HMM.

yobs

The observed data.

bool_hmm

1 if it's HMM. 0 if it's Gaussian mixture.

priors

Prior distribution.

Value

It returns the unnormalized posterior density of HMM and Gaussian mixture.

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.