Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/spec_functions.R

Re-estimates the parameters of a Poisson 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.

1 | ```
mstep.pois(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

`lambda` |
Vector of length J containing the Poisson parameters for each state j |

Jared O'Connell [email protected]

1 2 3 4 5 6 7 8 9 | ```
J<-3
initial <- rep(1/J,J)
P <- matrix(c(.8,.5,.1,0.05,.2,.5,.15,.3,.4),nrow=J)
b <- list(lambda=c(1,3,6))
model <- hmmspec(init=initial, trans=P, parms.emission=b,dens.emission=dpois.hsmm)
model
train <- simulate(model, nsim=300, seed=1234, rand.emis=rpois.hsmm)
plot(train,xlim=c(0,100))
h1 = hmmfit(train,model,mstep=mstep.pois)
``` |

mhsmm documentation built on May 30, 2017, 3:26 a.m.

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