move.HMM.simulate: Simulate data from a hidden markov model

Description Usage Arguments Value Examples

View source: R/move.HMM.simulate.R

Description

This function simulates data from a user-specified hidden markov model

Usage

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  move.HMM.simulate(dists, params, n, delta = NULL)

Arguments

dists

A length ndist vector of distributions from the following list: weibull, gamma, exponential, normal, lognormal, lnorm3, posnorm, invgamma, rayleigh, f, ncf, dagum, frechet, beta, binom, poisson, nbinom, zapois, wrpcauchy, wrpnorm

params

a list of length ndist+1 containing matrices of starting parameter values. The first element of the list must be the starting values for the transition matrix. If any distributions only have 1 parameter, the list entry must be a nstates x 1 matrix.

n

The length of the hidden markov model to be simulated

delta

an optional vector of starting state probabilities. If no vector is supplied, the stationary distribution is used.

Value

The observations from the simulated HMM and the true state sequence

Examples

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## Not run: 
#2 states, 2 dist-lognorm, wrapped normal
lmean=c(-3,-1) #meanlog parameters
sd=c(1,1) #sdlog parameters
rho<-c(0.2,0.3) # wrapped normal concentration parameters
mu<-c(pi,0) # wrapped normal mean parameters
gamma0=matrix(c(0.6,0.4,0.2,0.8),byrow=T,nrow=2)

dists=c("lognormal","wrpnorm")
nstates=2
turn=c(1,2)
params=vector("list",3)
params[[1]]=gamma0
params[[2]]=cbind(lmean,sd)
params[[3]]=cbind(mu,rho)
obs=move.HMM.simulate(dists,params,1000)
#see more examples in move.HMM.mle

## End(Not run)

benaug/move.HMM documentation built on Jan. 23, 2022, 4:29 a.m.