Random samples generated from a Hidden Markov Model (HMM) with 3 hidden states. The initial distribution is c(0.2,0.6,0.2), the transition matrix is matrix(c(0.9, 0.04, 0.06, 0.06, 0.9, 0.07, 0.04, 0.06, 0.87),3,3).
data(hmmData)A list of four elements:
: matrix, two dimensional Gaussian observations. The observations are split into 'Nsegs' segment, see 'Nsegs' and 'breaks' below.
: integer vector, the real hidden states.
: integer, the number of segments.
: integer vector, the starting and ending locations of the segments. The ith segment start at breaks[i]+1, ends at breaks[i+1]