Description Usage Arguments Value Author(s) References See Also Examples
The function verifies the numerical range and dimension of the NBH paramters alpha, beta, and TRANS and returns the number of hidden states. It is used in nbh_em
before running EM.
1 |
TRANS |
Expected a squared matrix of probabilities (0 ≤ p ≤ 1) with row and column length equal to that of alpha and beta and row sum and column sum both equal to 1 (within some numerical deviation of 1e-6). |
alpha |
Expected a vector of positive values with length equal to that of beta and the row/column of TRANS. |
beta |
Expected a vector of positive values with length equal to that of alpha and the row/column of TRANS. |
N |
Number of components or equivalently the length of alpha, beta, or wght. |
Yue Li
Bishop, Christopher. Pattern recognition and machine learning. Number 605-631 in Information Science and Statisitcs. Springer Science, 2006.
Capp\'e, O. (2001). H2M : A set of MATLAB/OCTAVE functions for the EM estimation of mixtures and hidden Markov models. (http://perso.telecom-paristech.fr/cappe/h2m/)
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