hhsmmdata

Converts a matrix of data and its associated vector of sequence lengths
to a data list of class <code>"hhsmmdata"</code>

Develops algorithms for fitting, prediction, simulation
and initialization of the following models
(1)- hidden hybrid Markov/semi-Markov model,
introduced by Guedon (2005) <doi:10.1016/j.csda.2004.05.033>,
(2)- nonparametric mixture of B-splines emissions (Langrock et al., 2015
<doi:10.1111/biom.12282>),
(3)- regime switching regression model
(Kim et al., 2008 <doi:10.1016/j.jeconom.2007.10.002>) and auto-regressive
hidden hybrid Markov/semi-Markov model,
(4)- spline-based nonparametric
estimation of additive state-switching models
(Langrock et al., 2018 <doi:10.1111/stan.12133>)
(5)- robust emission model proposed by
Qin et al, 2024 <doi:10.1007/s10479-024-05989-4>
(6)- several emission distributions, including mixture of multivariate normal
(which can also handle missing data using EM algorithm) and multi-nomial emission
(for modeling polymer or DNA sequences)
(7)- tools for prediction of future state sequence, computing the score of a new sequence,
splitting the samples and sequences to train and test sets, computing the information measures of
the models, computing the residual useful lifetime (reliability) and many other useful tools ...
(read for more description: Amini et al., 2022 <doi:10.1007/s00180-022-01248-x> and its
arxiv version: <doi:10.48550/arXiv.2109.12489>).

Morteza Amini

hhsmm

Hidden Hybrid Markov/Semi-Markov Model Fitting

Afarin Bayat

Reza Salehian

hhsmmdata function

<dl><dt>x</dt>
<dd>a matrix of data</dd>
<dt>N</dt>
<dd>a vector of sequence lengths. If NULL then <code>N = nrow(x)</code></dd></dl>

Arguments

Morteza Amini, <a href="/link/morteza.amini%40ut.ac.ir?package=hhsmm&version=0.4.2" data-mini-rdoc="hhsmm::morteza.amini@ut.ac.ir">morteza.amini@ut.ac.ir</a>

Author

convert to hhsmm data — hhsmmdata

<dl>

<dt>x</dt>
<dd>a matrix of data</dd>


<dt>N</dt>
<dd>a vector of sequence lengths. If NULL then <code>N = nrow(x)</code></dd>

</dl>

Morteza Amini, <a href='mailto:morteza.amini@ut.ac.ir'>morteza.amini@ut.ac.ir</a>

hhsmmdata: convert to hhsmm data

Description

Usage

Value

Arguments

Author

Examples