init.EM: Initialization step of the 'CHMM_EM' function.

In CHMM: Coupled Hidden Markov Models

Description

Initialization step of the CHMM_EM function.

Usage

init.EM(X, nb.states, meth.init, var.equal, nbI, nbT)

Arguments

X	a matrix of observations. Columns correspond to series (individuals).
nb.states	an integer specifying the numbers of states.
meth.init	a string specifying the initialization method ("mclust" or "kmeans"). The default method is "mclust".
var.equal	a logical variable indicating whether to treat the variances as being equal (TRUE, value by default) or not (FALSE).
nbI	an integer specifying the number of series.
nbT	an integer specifying the length of one series.

Details

By default, an initialization with the meth.init="mclust" is performed with homogeneous variances.

Value

A list of 6 objects.

esAvgGb

a matrix of nbK(nb.states^nbI) rows and nbI columns of estimated mean.

esVarGb

a matrix of nbK(nb.states^nbI) rows and nbI columns of estimated variance.

esAvg

a numeric of the estimated mean for each state.

esVar

a numeric of the estimated variance for each state.

transGb

a matrix of the state transition probabilities.

initGb

a numeric specifying the initial state probabilities.

See Also

CHMM_EM

CHMM documentation built on May 2, 2019, 7:01 a.m.