sim_hmm: Simulating Hidden Markov Models

In AdvancedR-2021/hmm: Hidden Markov Models

Description

A function for simulating HMM's. Not expected to be called by user, use instead the 'simulate' method for hmm objects.

Usage

sim_hmm(n, delta, Gamma, rdists, include_state = FALSE)

Arguments

n	Integer, number of observations to simulate.
delta	m-dimensional vector. Initial distribution of Markov chain
Gamma	m x m matrix. Transition probs for Markov chain
rdists	List of functions f_i, where f_i(k) generates k i.i.d. copies of X|C=i
include_state	Logical. Denotes whether or not the hidden states should be included. If TRUE, they are appended to the end of the HMM.

Value

Vector of simulated HMM

AdvancedR-2021/hmm documentation built on Dec. 17, 2021, 7:41 a.m.