ziphsmm (version 2.0.6)

hmmsim.cont: 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.cont(n, M, prior, tpm_parm, emit_parm, zeroprop, timeindex)

Arguments

n

length of the simulated series

M

number of hidden states

prior

a vector of prior probability for each state

tpm_parm

transition rate matrix

emit_parm

a vector containing means for each poisson distribution

zeroprop

a vector containing structural zero proportions in each state

timeindex

a vector containing the time points

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(10,40,70)
zero_init <- c(0.5,0,0)
omega <- matrix(c(-0.3,0.2,0.1,0.1,-0.2,0.1,0.2,0.2,-0.4),3,3,byrow=TRUE)
timeindex <- rep(1,1000)
for(i in 2:1000) timeindex[i] <- timeindex[i-1] + sample(1:3,1)
result <- hmmsim.cont(n=1000,M=3,prior=prior_init, tpm_parm=omega,
          emit_parm=emit_init,zeroprop=zero_init,timeindex=timeindex)
# }