ULUstateSample.mpfr: Hidden State Sampler with precision
Description
Sample hidden states from hidden Markov multilinear model with precision using Rmpfr package
Usage
ULUstateSample.mpfr(m, s, ZMUt, s2, P, SOS.random)
Value
A list of a state vector, state probabilities, and SOS.random.
Arguments
- m
The number of break
- s
Latent state vector
- ZMUt
Z - MU
- s2
error variance
- P
Transition matrix
- SOS.random
single observation state random perturbation