dnorm.hsmm

Calculates the density of observations <code>x</code> for state <code>j</code> given the parameters in <code>model</code>. This is used for
 the Gaussian emission distribution of a HMM or HSMM and is a suitable prototype for user's to make their own custom distributions.

Parameter estimation and prediction for hidden Markov and semi-Markov models for data with multiple observation sequences.  Suitable for equidistant time series data, with multivariate and/or missing data. Allows user defined emission distributions.

Jared OConnell

mhsmm

Inference for Hidden Markov and Semi-Markov Models

dnorm.hsmm function

<dl> <dt>x</dt>
<dd>Observed value</dd> <dt>j</dt>
<dd>State</dd> <dt>model</dt>
<dd>A <code>hsmmspec</code> or <code>hmmspec</code> object</dd></dl>

Arguments

Jared O'Connell jaredoconnell@gmail.com

Author

Emission density function for normal emission distribution — dnorm.hsmm

<dl>

 <dt>x</dt>
<dd>Observed value</dd>

 <dt>j</dt>
<dd>State</dd>

 <dt>model</dt>
<dd>A <code>hsmmspec</code> or <code>hmmspec</code> object</dd>

</dl>

dnorm.hsmm: Emission density function for normal emission distribution

Description

Usage

Value

Arguments

Author

Details