Description Usage Arguments Value Author(s) See Also Examples

Generates an observation sequence according to a model given as object
of class `hmm`

. Optionally the undelying state sequence is returned
together with the observations.

1 2 |

`hmm` |
Object of class |

`size` |
Numeric value indicating the desired length of the observation sequence. |

`return.states` |
Logical indicating whether the underlying state sequence should be returned together with the observation sequence. |

If `return.states`

is `FALSE`

(the default) a vector of length `size`

with observations
sampled from `hmm`

. If `return.states`

is `TRUE`

a list with components

`states` |
Character vector with state sequence that was used to generate the observations. |

`observation` |
Vector with observations sampled from |

Peter Humburg

1 2 3 4 5 6 7 8 9 10 11 | ```
## create two state HMM with t distributions
state.names <- c("one","two")
transition <- c(0.035, 0.01)
location <- c(1, 2)
scale <- c(1, 1)
df <- c(4, 6)
hmm1 <- getHMM(list(a=transition, mu=location, sigma=scale, nu=df),
state.names)
## generate observation sequence from model
obs <- sampleSeq(hmm1, 100)
``` |

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