Description Usage Arguments Details References Examples
emHMM finds the maximum likelihood estimate for the parameters of the CCRW by fitting the hidden Markov model through an Expectation Maximization (EM) algorithm.
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SL |
numeric vector containing the step lengths |
TA |
numeric vector containing the turning angles |
missL |
integer vector containing the number of time steps between two steps. If no missing location it will be 1. |
SLmin |
one numeric value representing the minimum step length |
lambda |
numeric vector of length 2 containing the starting value for the lambdas of the two behaviors |
gamm |
2x2 matrix containing the starting value for the transition probability matrix |
delta |
numeric vector value for the probability of starting in each of the two behaviors, default value c(0.5,0.5), which means that you have an equal chance of starting in each behavior |
kapp |
one numeric value representing the starting value for the kappa of the von Mises distribution describing the extensive search behavior |
notMisLoc |
integer vector containing the index of the locations that are not missing |
maxiter |
one integer value representing the maximum number of iterations the EM algorithm will go through. Default = 10000. |
tol |
double: value that indicates the maximum allowed difference between the parameters. |
Will return the parameter estimates and the minimum negative log likelihood.
Please refer to Auger-Methe, M., A.E. Derocher, M.J. Plank, E.A. Codling, M.A. Lewis (2015-In Press) Differentiating the Levy walk from a composite correlated random walk. Methods in Ecology and Evolution. Preprint available at http://arxiv.org/abs/1406.4355
For more information on the EM-algorithm please refer to Zucchini W. and I.L. MacDonald (2009) Hidden Markov Models for Time Series: An Introduction Using R. Chapman and Hall/CRC
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