rdata.mhmm: Generator

In MHMM: Finite Mixture of Hidden Markov Model

Description

This function generates sequence from a MHMM model

Usage

rdata.mhmm(n = 50, nbT = 40, A = list(matrix(c(0.7, 0.3, 0.1, 0.2,
  0.6, 0.1, 0.1, 0.1, 0.8), 3, 3), matrix(1/3, 3, 3)),
  delta = rep(1/length(A), length(A)), a = c(1, 2, 3) * 10, b = c(1,
  1, 1), eps = c(0.5, 0.1, 0.2) * 0)

Arguments

n	numeric, number of subjects.
nbT	numeric, length of the sequence.
A	list, matrices of the transition probabilities per class
delta	numeric, proportions of the classes.
a	numeric, shapes of the gamma distributions.
b	numeric, rates of the gamma distributions.
eps	numeric, proportions of the zero-inflated in the emission laws.

Value

Returns a list of sequences.

Examples

ech <- rdata.mhmm(25, 10)
res <- mhmm(ech$y, K = 2, M = 4, nbcores = 1, nbinit = 5, iterSmall = 2)

MHMM documentation built on March 26, 2020, 7:46 p.m.