mapfit (version 0.9.9)

erhmm-class: Class of ER-HMM

Description

Parameters for an ER-HMM (Hidden Markov Model with Erlang outputs).

Slots

size

The number of HMM states.

alpha

A vector of initial probabilities for HMM states.

shape

Shape parameters for Erlang distributions. The sum of shape parameters is the number of phases of MAP.

rate

Rate parameters for Erlang distributions.

P

An object of Matrix class for a transition probability matrix of HMM.

See Also

Classes '>map and '>gmmpp.

Examples

# NOT RUN {
## create an ER-HMM consisting of two Erlang components with
## shape parameters 2 and 3.
erhmm(c(2,3))

## create an ER-HMM consisting of two Erlang components with
## shape parameters 2 and 3.
erhmm(shape=c(2,3))

## create an ER-HMM with specific parameters
(param <- erhmm(shape=c(2,3), alpha=c(0.3,0.7),
                rate=c(1.0,10.0),
                P=rbind(c(0.3, 0.7), c(0.1, 0.9))))

## convert to a general MAP
as(param, "map")

## marginal moments of MAP
map.mmoment(k=3, map=as(param, "map"))

## joint moments of MAP
map.jmoment(lag=1, map=as(param, "map"))

## k-lag correlation
map.acf(map=as(param, "map"))

# }