RcppHMM (version 1.0.1)

initGHMM: Random Initialization for a Hidden Markov Model with Continuous Emissions

Description

Function used to generate a hidden Markov model with random parameters. The code for the methods with categorical values or discrete data can be viewed in "initHMM" and "initPHMM", respectively.

Usage

initGHMM(n)

Arguments

n

it sets the number of hidden states to use.

Value

A "list" that contains all the required values to especify the model.

Model

it especifies that the observed values are modeled by a Gaussian mixture model.

StateNames

the set of hidden state names.

A

the transition matrix.

B

a matrix that has the parameters of each Normal distribution, in the first column the mean and in the second the standard deviation.

Pi

the initial probability vector.

References

Cited references are listed on the RcppHMM manual page.

Examples

# NOT RUN {
n <- 2
model <- initGHMM(n)
print(model)
# }