Description Usage Arguments Details Value

Initial parameter estimates for two state HMM model with variable transition probabilities

1 |

`y` |
the sequence of observations |

`cl` |
an integer vector allocating observations to classes |

`formula1` |
formula for the logistic model relating the transition from state 1 to state 2 to the covariates |

`formula2` |
formula for the logistic model relating the transition from state 2 to state 1 to the covariates |

`data` |
a dataframe of covariates |

Given a sequence of observations and a vector of initial class allocations, estimate the parameters for a two state hidden Markov model where the transition probabilities are governed by logistic regression.

estimated model parameters

SWotherspoon/MVNSeq documentation built on May 10, 2017, 12:22 p.m.

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