hmm_simulate_normal_data: Simulate data distributed according to oHMMed with normal...

In oHMMed: HMMs with Ordered Hidden States and Emission Densities

Simulate data distributed according to oHMMed with normal emission densities

Description

Simulate data distributed according to oHMMed with normal emission densities

Usage

hmm_simulate_normal_data(L, mat_T, means, sigma)

Arguments

L	(integer) number of simulations
mat_T	(matrix) a square matrix with the initial state
means	(numeric) mean parameter in rnorm for emission probabilities
sigma	(numeric) sd parameter in rnorm for emission probabilities

Value

Returns a list with the following elements:

• data: numeric vector with data

• states: an integer vector with "true" hidden states used to generate the data vector

• pi: numeric vector with prior probability of states

Examples

mat_T0 <- rbind(c(1-0.01, 0.01, 0),
                c(0.01, 1-0.02, 0.01),
                c(0, 0.01, 1-0.01))
L <- 2^7
means0 <- c(-1,0,1)
sigma0 <- 1

sim_data <- hmm_simulate_normal_data(L = L, 
                                     mat_T = mat_T0, 
                                     means = means0, 
                                     sigma = sigma0)
                                     
plot(density(sim_data$data), main = "Density of Simulated Normal Data")
sim_data

oHMMed documentation built on May 29, 2024, 2:20 a.m.