RcppHMM (version 1.0.1)

initHMM: Random Initialization for a Hidden Markov Model with Categoric Emissions

Description

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

Usage

initHMM(n, m)

Arguments

n

it sets the number of hidden states to use.

m

it sets the number of possible values generated by the hidden states.

Value

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

Model

it especifies that the observed values are modeled by a multinomial distribution.

StateNames

the set of hidden state names.

ObservationNames

the set of possible observed values.

A

the transition matrix.

B

the emission matrix.

Pi

the initial probability vector.

References

Cited references are listed on the RcppHMM manual page.

Examples

# NOT RUN {
n <- 2
m <- 2
model <- initHMM(n,m)
print(model)
# }