hmmsim: Simulate a hidden Markov series and its underlying states...
In ziphsmm: Zero-Inflated Poisson Hidden (Semi-)Markov Models

Description Usage Arguments Value References Examples

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

1	hmmsim(n, M, prior, tpm_parm, emit_parm, zeroprop)

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

simulated series and corresponding states

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

prior_init <- c(0.5,0.2,0.3)
emit_init <- c(10,50,100)
zeroprop <- c(0.5,0,0)
omega <- matrix(c(0.5,0.3,0.2,0.4,0.3,0.3,0.2,0.4,0.4),3,3,byrow=TRUE)
result <- hmmsim(n=1000,M=3,prior=prior_init, tpm_parm=omega,
         emit_parm=emit_init,zeroprop=zeroprop)
str(result)