Specificatin of HMMs

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Description

Creates a model specficiation for a hidden Markov model

Usage

1
hmmspec(init, trans, parms.emission, dens.emission, rand.emission=NULL,mstep=NULL)

Arguments

init

Distribution of states at t=1 ie. P(S=s) at t=1

trans

The transition matrix of the Markov chain

parms.emission

A list containing the parameters of the emission distribution

dens.emission

Density function of the emission distribution.

rand.emission

The function used to generate observations from the emission distribution

mstep

Re-estimates the parameters of density function on each iteration

Value

A hmmspec object

Author(s)

Jared O'Connell jaredoconnell@gmail.com

References

Jared O'Connell, Soren Hojsgaard (2011). Hidden Semi Markov Models for Multiple Observation Sequences: The mhsmm Package for R., Journal of Statistical Software, 39(4), 1-22., URL http://www.jstatsoft.org/v39/i04/.

Rabiner, L. (1989), A tutorial on hidden Markov models and selected applications in speech recognition, Proceedings of the IEEE, 77, 257-286.

See Also

simulate.hmmspec, simulate.hmmspec, hmmfit, predict.hmm

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