This function simulates observations from a hidden Markov model with normal distributed observations and nonhomogeneous transition matrix.
1  simulateRJaCGH(n, x = NULL, mu, sigma.2, beta, start)

n 
Number of observations to simulate 
x 
Distance to the next observation. Must be a vector of size n1 and normalized between zero and one. If NULL, a vector of zeros is taken 
mu 
Vector of means for the hidden states 
sigma.2 
Vector of variances for the hidden states 
beta 

start 
Starting states of the sequence. Must be an integer from 1 to the number of hidden states. 
Please note that in RJaCGH model, parameter q
is taken as beta
A list with components
states 
Sequence of hidden states 
y 
Observations 
Oscar M. Rueda and Ramon DiazUriarte
Rueda OM, DiazUriarte R. Flexible and Accurate Detection of Genomic CopyNumber Changes from aCGH. PLoS Comput Biol. 2007;3(6):e122
Q.NH, RJaCGH
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