ULUstateSample_cpp: Hidden State Sampler (C++ version)

In NetworkChange: Bayesian Package for Network Changepoint Analysis

Hidden State Sampler (C++ version)

Description

Sample hidden states from hidden Markov multilinear model using forward filtering backward sampling algorithm.

Usage

ULUstateSample_cpp(m, s, ZMUt, s2, P, SOS_random)

Arguments

m	Number of breaks
s	Current state vector (not used, kept for interface)
ZMUt	List of (Z - MU) matrices for each state
s2	Vector of error variances for each state
P	Transition probability matrix
SOS_random	Whether to apply single observation state randomization

Value

List containing: s (state vector), ps (state probabilities), SOS (flag)

NetworkChange documentation built on April 7, 2026, 9:07 a.m.