initHMM2: Initial Parameters

In SWotherspoon/MVNSeq: Normal Mixture and Hidden Markov Models

Initial Parameters

Description

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

Usage

initHMM2(y, cl, formula1, formula2, data)

Arguments

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

Details

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.

Value

estimated model parameters

SWotherspoon/MVNSeq documentation built on June 1, 2022, 10:49 p.m.