Re-estimates the parameters of a Poisson emission distribution as part
of the EM algorithm for HMMs and HSMMs. This is called by the
hsmm functions. It is a suitable prototype
function for users wishing to design their own emission
A vector of observed values
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.
emission slot of a
Vector of length J containing the Poisson parameters for each state j
Jared O'Connell [email protected]
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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)
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