HMMmlestimate: HMMmlestimate
In HMMmlselect: Determine the Number of States in Hidden Markov Models via Marginal Likelihood
Description
Usage
Arguments
Details
Value
References
View source: R/HMMorderselectionfacility.R
Description
Auxiliary function that approximates the marginal likelihood.
Usage
1
HMMmlestimate(y, K, optionalfit = list())
Arguments
y
The data that the marginal likelihood is computed for.
K
Number of states.
optionalfit
Optional variables.
Details
See Manual.pdf in "inst/extdata" folder.
Value
It returns the approximated marginal likelihood.
References
Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and Samuel Kou (2019+) "Determine the number of states
in hidden markov models via marginal likelihood." Submitted.
HMMmlselect documentation built on May 3, 2020, 9:05 a.m.
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Description Usage Arguments Details Value References
View source: R/HMMorderselectionfacility.R
Description
Auxiliary function that approximates the marginal likelihood.
Usage
1 | HMMmlestimate(y, K, optionalfit = list())
|
Arguments
y |
The data that the marginal likelihood is computed for. |
K |
Number of states. |
optionalfit |
Optional variables. |
Details
See Manual.pdf in "inst/extdata" folder.
Value
It returns the approximated marginal likelihood.
References
Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and Samuel Kou (2019+) "Determine the number of states in hidden markov models via marginal likelihood." Submitted.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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