mhsmm (version 0.4.21)

mstep.pois: Performs re-estimation (the M-step) for a Poisson emission distribution

Description

Re-estimates the parameters of a Poisson emission distribution as part of the EM algorithm for HMMs and HSMMs. This is called by the hmm and hsmm functions. It is a suitable prototype function for users wishing to design their own emission distributions.

Usage

mstep.pois(x, wt)

Value

Returns the emission slot of a hmmspec or hsmmspec object

lambda

Vector of length J containing the Poisson parameters for each state j

Arguments

x

A vector of observed values

wt

A T x J matrix of weights. Column entries are the weights for respective states.

Author

Jared O'Connell [e-mail]

Details

Users may write functions that take the same arguments and return the same values for their own custom emission distributions.

See Also

rpois.hsmm, dpois.hsmm

Examples

  J<-3
  initial <- rep(1/J,J)
  P <- matrix(c(.8,.5,.1,0.05,.2,.5,.15,.3,.4),nrow=J)
  b <- list(lambda=c(1,3,6))
  model <- hmmspec(init=initial, trans=P, parms.emission=b,dens.emission=dpois.hsmm)
  model
  train <- simulate(model, nsim=300, seed=1234, rand.emis=rpois.hsmm)
  plot(train,xlim=c(0,100))  
  h1 = hmmfit(train,model,mstep=mstep.pois)