Description Usage Arguments Value References See Also Examples
This function creates an object of S3
class fhmm
,
which contains the elements of a Hidden Markov Model with
multivariate response whose components can be correlated through a
gaussian copula.
1 2 |
Obs |
your data, it can be a matrix (multivariate data) or a |
bT |
the vector of the beginning times for the statistical units |
nStates |
an integer representing the number of states of the Hidden Markov Model. |
nu |
a vector of the initial probabilities of the Hidden Markov Model. |
A |
the transition matrix of the Hidden Markov Model. |
centroids |
the initialization of the centers. |
The function returns an object of S3
class fhmm
containing the initialization and the data of your HMM
Rabiner, L. R. (1989). A tutorial on hidden Markov models and selected applications in speech recognition. Proceedings of the IEEE, 77(2), 257-286. Martino A., Guatteri, G. and Paganoni A. M., Hidden Markov Models for multivariate functional data, MOX Report 21/2019, 2019
1 2 3 4 5 6 | 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 = 3, bT = bt)
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