if (FALSE) {
P <- matrix(c(0.7,0.3,0.1,0.9),2,2,byrow=TRUE)
R <- matrix(c(0.5,0,0.1,0.1,0.3,
0.1,0.1,0,0.3,0.5),5,2)
set.seed(42)
lll <- sample(250:350,20,TRUE)
set.seed(909)
y.num <- rhmm(ylengths=lll,nsim=1,tpm=P,Rho=R,drop=TRUE)
fit.num <- hmm(y.num,K=2,keep.y=TRUE,verb=TRUE)
# Using fitted parmeters.
s.vit.1 <- viterbi(y.num,fit.num)
pr.vit.1 <- pr(s.vit.1,model=fit.num)
# Using true parameters from which y.num was generated.
s.vit.2 <- viterbi(y.num,tpm=P,Rho=R)
pr.vit.2 <- pr(s.vit.2,y.num,tpm=P,Rho=R)
set.seed(202)
y.mult <- rhmm(fit.num,nsim=4)
s.vit.3 <- viterbi(y.mult,tpm=fit.num$tpm,Rho=fit.num$Rho)
pr.vit.3 <- pr(s.vit.3,y.mult,tpm=fit.num$tpm,Rho=fit.num$Rho)
}
Run the code above in your browser using DataLab