n2w | R Documentation |
Scales each parameter from its natural interval to the set of real numbers, to allow for unconstrained optimization. Used during the optimization of the log-likelihood.
n2w(par, bounds, beta, delta = NULL, nbStates, estAngleMean)
par |
Vector of state-dependent distributions parameters. |
bounds |
Matrix with 2 columns and as many rows as there are elements in |
beta |
Matrix of regression coefficients for the transition probabilities. |
delta |
Initial distribution. Default: |
nbStates |
The number of states of the HMM. |
estAngleMean |
|
A vector of unconstrained parameters.
## Not run:
nbStates <- 3
par <- c(0.001,0.999,0.5,0.001,1500.3,7.1)
bounds <- matrix(c(0,1, # bounds for first parameter
0,1, # bounds for second parameter
0,1, # ...
0,Inf,
0,Inf,
0,Inf),
byrow=TRUE,ncol=2)
beta <- matrix(rnorm(18),ncol=6,nrow=3)
delta <- c(0.6,0.3,0.1)
# vector of working parameters
wpar <- n2w(par=par,bounds=bounds,beta=beta,delta=delta,nbStates=nbStates,
estAngleMean=FALSE)
## End(Not run)
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