STAN (version 1.4.0)

HMM: Create a HMM object

Description

This function creates a HMM object.

Usage

HMM(initProb = numeric(), transMat = matrix(numeric(), ncol = 1, nrow = 1), emission, nStates = numeric(), status = character())

Arguments

initProb

Initial state probabilities.

transMat

Transition probabilities

emission

Emission parameters as an HMMEmission object.

nStates

Number of states.

status

of the HMM. On of c('initial', 'EM').

See Also

HMMEmission

Examples

nStates = 5
means = list(4,11,4,11,-1)
Sigma = lapply(list(4,4,4,4,4), as.matrix)
transMat = matrix(1/nStates, nrow=nStates, ncol=nStates)
initProb = rep(1/nStates, nStates)
HMM(initProb=initProb, transMat=transMat, emission=HMMEmission(type='Gaussian', parameters=list(mean=means, cov=Sigma), nStates=length(means)), nStates=nStates, status='initial')