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STAN (version 1.4.0)

HMM-class: This class is a generic container for Hidden Markov Models.

Description

This class is a generic container for Hidden Markov Models.

Arguments

Slots

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

Run this code
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')

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