Description Usage Arguments Value References See Also Examples
summary
method for class "mhmm
".
1 2 |
object |
an object of class " |
... |
additional arguments affecting the summary produced. |
The function "summary.mhmm
" returns a list of summary statistics for a hidden markov model obtained through the Baum-Welch algorithm.
Martino A., Guatteri, G. and Paganoni A. M., Multivariate Hidden Markov Models for disease progression, Mox Report 59/2018, 2018
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | data(copulahmmdata)
Obs <- copulahmmdata
n <- 20 #number of statistical units
n_tot <- 5000 #total number of observations
bt <- seq(1, n_tot, by = n)
distr <- c("exp", "gaussian")
#Initialize the HMM
parameters <- list(as.matrix(c(1,0.25)), matrix(c(3, -1, 1, 1), nrow = 2))
corr <- array(c(1, 0.4, 0.4, 1, 1, 0.1, 0.1, 1), dim = c(2, 2, 2))
hmm <- set_mhmm(Obs, bT = bt, nStates = 2, params = parameters, corr = corr, distr = distr)
# Compute the parameters of the HMM with the Baum-Welch algorithm
bw <- fitBM_mhmm(hmm)
summary(bw)
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