hmmspec: Specificatin of HMMs

In mhsmm: Inference for Hidden Markov and Semi-Markov Models

Specificatin of HMMs

Description

Creates a model specficiation for a hidden Markov model

Usage

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 [e-mail]

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

mhsmm documentation built on Aug. 23, 2023, 9:06 a.m.