Man pages for hhsmm
Hidden Hybrid Markov/Semi-Markov Model Fitting
| additive_reg_mstep | the M step function of the EM algorithm |
| addreg_hhsmm_predict | predicting the response values for the regime switching model |
| cov.miss.mix.wt | weighted covariance for data with missing values |
| cov.mix.wt | weighted covariance |
| dmixlm | pdf of the mixture of Gaussian linear (Markov-switching)... |
| dmixmvnorm | pdf of the mixture of multivariate normals for hhsmm |
| dmultinomial.hhsmm | pdf of the multinomial emission distribution for hhsmm |
| dnonpar | pdf of the mixture of B-splines for hhsmm |
| dnorm_additive_reg | pdf of the Gaussian additive (Markov-switching) model for... |
| drobust | pdf of the mixture of the robust emission proposed by Qin et... |
| hhsmmdata | convert to hhsmm data |
| hhsmmfit | hhsmm model fit |
| hhsmmspec | hhsmm specification |
| homogeneity | Computing maximum homogeneity of two state sequences |
| initial_cluster | initial clustering of the data set |
| initial_estimate | initial estimation of the model parameters for a specified... |
| initialize_model | initialize the hhsmmspec model for a specified emission... |
| lagdata | Create hhsmm data of lagged time series |
| ltr_clus | left to right clustering |
| ltr_reg_clus | left to right linear regression clustering |
| make_model | make a hhsmmspec model for a specified emission distribution |
| miss_mixmvnorm_mstep | the M step function of the EM algorithm |
| mixdiagmvnorm_mstep | the M step function of the EM algorithm |
| mixlm_mstep | the M step function of the EM algorithm |
| mixmvnorm_mstep | the M step function of the EM algorithm |
| mstep.multinomial | the M step function of the EM algorithm |
| nonpar_mstep | the M step function of the EM algorithm |
| predict.hhsmm | prediction of state sequence for hhsmm |
| predict.hhsmmspec | prediction of state sequence for hhsmm |
| raddreg | Random data generation from the Gaussian additive... |
| rmixar | Random data generation from the mixture of Gaussian linear... |
| rmixlm | Random data generation from the mixture of Gaussian linear... |
| rmixmvnorm | Random data generation from the mixture of multivariate... |
| rmultinomial.hhsmm | Random data generation from the multinomial emission... |
| robust_mstep | the M step function of the EM algorithm |
| score | the score of new observations |
| simulate.hhsmmspec | Simulation of data from hhsmm model |
| train_test_split | Splitting the data sets to train and test |
