Man pages for hhsmm
Hidden Hybrid Markov/Semi-Markov Model Fitting

additive_reg_mstepthe M step function of the EM algorithm
cov.miss.mix.wtweighted covariance for data with missing values
cov.mix.wtweighted covariance
dmixlmpdf of the mixture of Gaussian linear (Markov-switching)...
dmixmvnormpdf of the mixture of multivariate normals for hhsmm
dnonparpdf of the mixture of B-splines for hhsmm
dnorm_additive_regpdf of the Gaussian additive (Markov-switching) model for...
hhsmmdataconvert to hhsmm data
hhsmmfithhsmm model fit
hhsmmspechhsmm specification
homogeneityComputing maximum homogeneity of two state sequences
initial_clusterinitial clustering of the data set
initial_estimateinitial estimation of the model parameters for a specified...
initialize_modelinitialize the hhsmmspec model for a specified emission...
lagdataCreate hhsmm data of lagged time series
ltr_clusleft to right clustering
ltr_reg_clusleft to right linear regression clustering
make_modelmake a hhsmmspec model for a specified emission distribution
miss_mixmvnorm_mstepthe M step function of the EM algorithm
mixdiagmvnorm_mstepthe M step function of the EM algorithm
mixlm_mstepthe M step function of the EM algorithm
mixmvnorm_mstepthe M step function of the EM algorithm
nonpar_mstepthe M step function of the EM algorithm
predict.hhsmmprediction of state sequence for hhsmm
predict.hhsmmspecprediction of state sequence for hhsmm
raddregRandom data generation from the Gaussian additive...
rmixarRandom data generation from the mixture of Gaussian linear...
rmixlmRandom data generation from the mixture of Gaussian linear...
rmixmvnormRandom data generation from the mixture of multivariate...
scorethe score of new observations
simulate.hhsmmspecSimulation of data from hhsmm model
train_test_splitSplitting the data sets to train and test
hhsmm documentation built on March 18, 2022, 5:16 p.m.