Description Usage Arguments Details Value

hmmProcess calculates the probability distribution of a random process following a Markov chain

1 | ```
hmmProcess(prior, trans_mat, n)
``` |

`prior` |
Numeric vector or a one row matrix of length K representing the prior probabilities of the Markov chain. |

`trans_mat` |
Matrix of size |

`n` |
Numeric. Number of variables of the Markov chain. |

hmmProcess calculates the distribution
*P(Z_{1},…,Z_{n};π,A)* of a Markov chain
*(Z_{1},…,Z_{n})* with prior probability *π* and transition
matrix *A*.

The calculation is based on the following formula:

*P(Z_{i} = k) = ∑_{l} P(Z_{i} = k, Z_{i-1} = l) = ∑_{l}
P(Z_{i} = k | Z_{i-1} = l) x P(Z_{i-1} = l) = ∑_{l} A_{lk} x P(Z_{i-1})*

Matrix of size *(n, K)* giving the distribution of process given
the K-state Markov chain parameters.

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