ziphsmm (version 2.0.6)

hmmsim: Simulate a hidden Markov series and its underlying states with zero-inflated emission distributions

Description

Simulate a hidden Markov series and its underlying states with zero-inflated emission distributions

Usage

hmmsim(n, M, prior, tpm_parm, emit_parm, zeroprop)

Arguments

n

length of the simulated series

M

number of hidden states

prior

a vector of prior probability for each state

tpm_parm

transition probability matrix

emit_parm

a vector containing means for each poisson distribution

zeroprop

a vector containing structural zero proportions in each state

Value

simulated series and corresponding states

References

Walter Zucchini, Iain L. MacDonald, Roland Langrock. Hidden Markov Models for Time Series: An Introduction Using R, Second Edition. Chapman & Hall/CRC

Examples

# NOT RUN {
prior_init <- c(0.5,0.2,0.3)
emit_init <- c(10,50,100)
zeroprop <- c(0.5,0,0)
omega <- matrix(c(0.5,0.3,0.2,0.4,0.3,0.3,0.2,0.4,0.4),3,3,byrow=TRUE)
result <- hmmsim(n=1000,M=3,prior=prior_init, tpm_parm=omega,
         emit_parm=emit_init,zeroprop=zeroprop)
str(result)

# }