hmm.discnp (version 0.2-4)

fitted.hmm.discnp: Fitted values of a discrete non-parametric hidden Markov model.

Description

Calculates the fitted values of a discrete non-parametric hidden Markov model as the conditional expectations of the observations, given the entire observation sequence (and the estimated parameters of the model).

Usage

# S3 method for hmm.discnp
fitted(object, ...)

Arguments

object

An object of class hmm.discnp as returned by hmm().

…

Not used.

Value

If the observations (stored in object) consist of a single sequence, then the object returned is the corresponding sequence of fitted values. If the observations consist of a list of observation sequences, then the object returned is a list of corresponding sequences of fitted values.

Details

This function is essentially a wrapper for sp(). This latter function gets called with mean=TRUE. The fitted values are the conditional expected values of the observations, given the entire observation sequence. Note that the “conditional expected value” concept makes sense only if the observations are numeric. If this is not the case, an error is thrown. The observation sequence must be present in object (which will be the case if object was returned by hmm()). If it is not present an error is thrown.

See Also

sp()

Examples

# NOT RUN {
# See the help for sim.hmm() for how to generate y.num.
# }
# NOT RUN {
fit.num <- hmm(y.num,K=2,verb=TRUE)
fv      <- fitted(fit.num)
# }