hmmsim.cont: Simulate a hidden Markov series and its underlying states...

In ziphsmm: Zero-Inflated Poisson Hidden (Semi-)Markov Models

Description

Simulate a hidden Markov series and its underlying states with zero-inflated emission distributions

Usage

hmmsim.cont(n, M, prior, tpm_parm, emit_parm, zeroprop, timeindex)

Arguments

n	length of the simulated series
M	number of hidden states
prior	a vector of prior probability for each state
tpm_parm	transition rate matrix
emit_parm	a vector containing means for each poisson distribution
zeroprop	a vector containing structural zero proportions in each state
timeindex	a vector containing the time points

Value

simulated series and corresponding states

References

Walter Zucchini, Iain L. MacDonald, Roland Langrock. Hidden Markov Models for Time Series: An Introduction Using R, Second Edition. Chapman & Hall/CRC

Examples

prior_init <- c(0.5,0.2,0.3)
emit_init <- c(10,40,70)
zero_init <- c(0.5,0,0)
omega <- matrix(c(-0.3,0.2,0.1,0.1,-0.2,0.1,0.2,0.2,-0.4),3,3,byrow=TRUE)
timeindex <- rep(1,1000)
for(i in 2:1000) timeindex[i] <- timeindex[i-1] + sample(1:3,1)
result <- hmmsim.cont(n=1000,M=3,prior=prior_init, tpm_parm=omega,
          emit_parm=emit_init,zeroprop=zero_init,timeindex=timeindex)

ziphsmm documentation built on May 2, 2019, 6:10 a.m.