nbh_chk: Check the parameters of the negative binomial HMM

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/nbh_chk.R

Description

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.

Usage

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nbh_chk(TRANS, alpha, beta)

Arguments

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.

Value

N

Number of components or equivalently the length of alpha, beta, or wght.

Author(s)

Yue Li

References

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/)

See Also

nbh_em, nbm_chk

Examples

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# two hidden states
TRANS <- matrix(c(0.9, 0.1, 0.3, 0.7), nrow=2, byrow=TRUE)

alpha <- c(2, 4)

beta  <- c(1, 0.25)

nbh_chk(TRANS, alpha, beta)

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