copulahmmdata

<p>Simulated bivariate dataset with a gaussian component
and an exponential one, with a certain dependency structure
and an underlying 2-state Markov Model.</p>

datasets

Some algorithms for the study of Hidden Markov Models for two different types of data. For the study of univariate and multivariate data in a finite framework, we provide some methods based on the definition of a Gaussian copula function to define the dependence between data (for further details, see Martino A., Guatteri, G. and Paganoni A. M. (2018) <https://mox.polimi.it/publication-results/?id=776&tipo=add_qmox>). For the study of functional data, we define an objective function based on distances between random curves to define the emission functions of the HMM (for further details, see Martino A., Guatteri, G. and Paganoni A. M. (2019) <https://mox.polimi.it/publication-results/?id=805&tipo=add_qmox>).

Andrea Martino

hmmhdd

Hidden Markov Models for High Dimensional Data

Giuseppina Guatteri

Anna Maria Paganoni

copulahmmdata function

<p>An object of class <code>matrix</code>.</p>

copulahmmdata: Simulated copula dataset with underlying Markov Model

Description

Usage

Arguments

Format

Examples