fitBM_fhmm: Baum-Welch Function for functional data

In hmmhdd: Hidden Markov Models for High Dimensional Data

Description

This function is based on an EM algorithm (the Baum-Welch algorithm) and computes the parameters of a HMM for functional data, returning an object of S3 class fhmm.

Usage

fitBM_fhmm(hmm)

Arguments

hmm	a hmm object obtained from setfHMM

Value

The function returns all the parameters of a HMM, computed via Baum-Welch algorithm: the vector of initial probabilities, the transition matrix, the parameters of the distributions related to the states and the value of the log-likelihood.

References

Martino A., Guatteri, G. and Paganoni A. M., Hidden Markov Models for multivariate functional data, MOX Report 21/2019, 2019

Examples

data( simulatedFD )
FD <- simulatedFD
n <- 20
n_tot <- dim( FD$data[[1]] )[1]
bt <- seq( 1, n_tot, by = n )
hmm <- set_fhmm( FD, nStates = 4, bT = bt )

bw <- fitBM_fhmm(hmm)

hmmhdd documentation built on Sept. 4, 2019, 5:03 p.m.