# hsmmsim: Simulate a hidden semi-Markov series and its corresponding... In ziphsmm: Zero-Inflated Poisson Hidden (Semi-)Markov Models

## Description

Simulate a hidden semi-Markov series and its corresponding states according to the specified parameters

## Usage

 ```1 2``` ```hsmmsim(n, M, prior, dt_dist = "nonparametric", dt_parm, tpm_parm, emit_parm, zeroprop) ```

## Arguments

 `n` length of the simulated series `M` number of hidden states `prior` a vector of prior probability for each state `dt_dist` dwell time distribution, which should be "log" or "shiftpoisson" or "nonparametric". Default to "nonparametric". `dt_parm` a vector of dwell time distribution parameters for each state. If dt_dist is "log", then dt_parm is vector of p's; if dt_dist is "shiftpoisson", then dt_parm is vector of theta's; if dt_dist is "nonparametric", then dt_parm is a matrix whose i,j th element is the probability of staying in state i for duration j. `tpm_parm` transition probability matrix, whose diagonal should be zero's. `emit_parm` a vector containing means for each poisson distribution `zeroprop` a vector containing structural zero proportions in each state

## 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

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20``` ```prior_init <- c(0.5,0.2,0.3) dt_init <- c(0.8,0.5,0.2) emit_init <- c(10,50,100) zeroprop <- c(0.6,0.3,0.1) omega <- matrix(c(0,0.3,0.7,0.4,0,0.6,0.5,0.5,0),3,3,byrow=TRUE) sim1 <- hsmmsim(n=1000,M=3,prior=prior_init,dt_dist="log", dt_parm=dt_init, tpm_parm=omega, emit_parm=emit_init,zeroprop=zeroprop) str(sim1) prior_init <- c(0.5,0.5) dt_init <- c(10,5) emit_init <- c(10,30) zeroprop <- c(0.5,0) omega <- matrix(c(0,1,1,0),2,2,byrow=TRUE) sim2 <- hsmmsim(n=1000,M=2,prior=prior_init,dt_dist="shiftpoisson", dt_parm=dt_init, tpm_parm=omega, emit_parm=emit_init,zeroprop=zeroprop) str(sim2) hist(sim2\$series,main="Histogram of observed values",xlab="observed values") ```

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