stateDec: stateDec

In countHMM: Penalized Estimation of Flexible Hidden Markov Models for Time Series of Counts

Description

Decodes the states of the Markov chain underlying the observed time series of counts using the Viterbi algorithm. For details, see Zucchini et al. (2016).

Usage

stateDec(mod)

Arguments

mod	An object of type countHMM (as returned by the function fitMod).

Value

A vector of Viterbi-decoded states.

References

Zucchini W., MacDonald, I.L., and Langrock, R. (2016): Hidden Markov Models for Time Series: An Introduction Using R, 2nd Edition. Chapman & Hall/CRC. doi:https://doi.org/10.1201/b20790.

Examples

# importing example data
x = read.table("http://www.hmms-for-time-series.de/second/data/earthquakes.txt")$V2
# model fitting
lambda = rep(10^4,2)
mod = fitMod(x=x,lambda=lambda)
# decoding the states
stateDec(mod)

countHMM documentation built on May 2, 2019, 1:06 p.m.