sim.hmm0norm: Simulation of a 1-D HMM with Extra Zeros
In HMMextra0s: Hidden Markov Models with Extra Zeros

Description Usage Arguments Value Author(s) References Examples

Simulates the observed process and the associated binary variable of a 1-D HMM with extra zeros.

1	sim.hmm0norm(mu, sig, pie, gamma, delta, nsim = 1, seed = NULL)

`pie`	is a vector of length m, the jth element of which is the probability of Z=1 when the process is in state j.
`gamma`	is the transition probability matrix (m m*) of the hidden Markov chain.
`mu`	is a 1 m* matrix, the jth element of which is the mean of the (Gaussian) distribution of the observations in state j.
`sig`	is a 1 m* matrix, the jth element of which is the standard deviation of the (Gaussian) distribution of the observations in state j.
`delta`	is a vector of length m, the initial distribution vector of the Markov chain.
`nsim`	is an integer, the number of observations to simulate.
`seed`	is the seed for simulation. Default `seed=NULL`.

`x`	is the simulated observed process.
`z`	is the simulated binary data with the value 1 indicating that an event was observed and 0 otherwise.
`mcy`	is the simulated hidden Markov chain.

Ting Wang

Wang, T., Zhuang, J., Obara, K. and Tsuruoka, H. (2016) Hidden Markov Modeling of Sparse Time Series from Non-volcanic Tremor Observations. Journal of the Royal Statistical Society, Series C, Applied Statistics, 66, Part 4, 691-715.

pie <- c(0.002,0.2,0.4)
gamma <- matrix(c(0.99,0.007,0.003,
                  0.02,0.97,0.01,
                  0.04,0.01,0.95),byrow=TRUE, nrow=3)
mu <- matrix(c(0.3,0.7,0.2),nrow=1)
sig <- matrix(c(0.2,0.1,0.1),nrow=1)
delta <- c(1,0,0)
y <- sim.hmm0norm(mu,sig,pie,gamma,delta, nsim=5000)