Description Usage Arguments Value
This function implements the EM algorithm to estimate HMM parameters, and find the best sequence of hidden states based on model fitting.
1 | EM(initial.value, obs)
|
initial.value |
Output from initial.value function. |
obs |
Output from read.process function. |
res A matrix contains tansformed observations for each bin and the predicted direction for each bin (0-normal, 1-hyper, 2-hypo).
para Fitted parameters for HMM.
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