hmm: Make an instance of "HMM" class.

In HDclust: Clustering High Dimensional Data with Hidden Markov Model on Variable Blocks

Description

This function creates a Hidden Markov Model on a variable block.

Usage

hmm(dim, numst, prenumst, a00, a, mean, sigma, sigmaInv, sigmaDetLog)

Arguments

dim	Dimensionality of the data in HMM.
numst	An integer vector specifying the number of HMM states.
prenumst	An integer vector specifying the number of states of previous variable block HMM.
a00	Probabilities of HMM states.
a	Transition probability matrix from states in the previous variable block to the states in the current one.
mean	A numerical matrix with state means. kth row corresponds to the kth state.
sigma	A list containing state covariance matrices.
sigmaInv	A list containing state inverse covariance matrices.
sigmaDetLog	A vector with log(|sigma|) for each state.

Value

An object of class 'HMM'.

HDclust documentation built on May 2, 2019, 9:20 a.m.