hmmspec

Creates a model specficiation for a hidden Markov model

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

hmmspec function

<dl> <dt>init</dt>
<dd>Distribution of states at t=1 ie. P(S=s) at t=1</dd> <dt>trans</dt>
<dd>The transition matrix of the Markov chain</dd> <dt>parms.emission</dt>
<dd>A list containing the parameters of the emission distribution</dd> <dt>dens.emission</dt>
<dd>Density function of the emission distribution.</dd> <dt>rand.emission</dt>
<dd>The function used to generate observations from the emission distribution</dd> <dt>mstep</dt>
<dd>Re-estimates the parameters of density function on each iteration</dd> 
</dl>

Arguments

Jared O'Connell jaredoconnell@gmail.com

Author

Specificatin of HMMs — hmmspec

<dl>

 <dt>init</dt>
<dd>Distribution of states at t=1 ie. P(S=s) at t=1</dd>

 <dt>trans</dt>
<dd>The transition matrix of the Markov chain</dd>

 <dt>parms.emission</dt>
<dd>A list containing the parameters of the emission distribution</dd>

 <dt>dens.emission</dt>
<dd>Density function of the emission distribution.</dd>

 <dt>rand.emission</dt>
<dd>The function used to generate observations from the emission distribution</dd>

 <dt>mstep</dt>
<dd>Re-estimates the parameters of density function on each iteration</dd>

 
</dl>

hmmspec: Specificatin of HMMs

Description

Usage

Value

Arguments

Author

References

See Also