View source: R/spec_functions.R
mstep.norm | R Documentation |
Re-estimates the parameters of a normal emission distribution as part of the EM algorithm for HMMs and HSMMs.
This is called by the hmm
and hsmm
functions. It is a suitable prototype function for users
wishing to design their own emission distributions.
mstep.norm(x, wt)
x |
A vector of observed values |
wt |
A T x J matrix of weights. Column entries are the weights for respective states. |
Users may write functions that take the same arguments and return the same values for their own custom emission distributions.
Returns the emission
slot of a hmmspec
or hsmmspec
object
mu |
Vector of length J contain the means |
sigma |
Vector of length J containing the variances |
Jared O'Connell jaredoconnell@gmail.com
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.