Description Usage Arguments Value References
Simulate a hidden semi-Markov series and its underlying states with covariates
1 2 |
prior |
a vector of prior probabilities |
dtrate |
a vector for the scale parameters in the base exponential density for the latent state durations. |
dtparm |
a matrix of coefficients for the accelerated failure time model in each latent state |
zeroparm |
a vector of regression coefficients for the structural zero proportion in state 1 |
emitparm |
a matrix of regression coefficients for the Poisson regression in each state |
tpmparm |
a vector of coefficients for the multinomial logistic regression in the transition probabilities |
trunc |
a vector |
M |
number of latent states |
n |
length of the simulated series |
dt_x |
if dt_dist is "nonparametric", then dt_x is the matrix of nonparametric state durataion probabilities. Otherwise, dt_x is matrix of covariates for the dwell time distribution parameters in log-series or shifted-poisson distributions.Default to NULL. |
tpm_x |
matrix of covariates for transition probability matrix (excluding the 1st column). Default to NULL. |
emit_x |
matrix of covariates for the log poisson means. Default to NULL. |
zeroinfl_x |
matrix of covariates for the nonzero structural zero proportions. Default to NULL. |
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
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.