Examples/mixhmmexample.R

In helske/seqHMM: Mixture Hidden Markov Models for Social Sequence Data and Other Multivariate, Multichannel Categorical Time Series

library(seqHMM)
set.seed(1)

onlyfair <- sample(0:1, size = 100, replace = TRUE)

obs <- matrix(0,100,100)

obs[onlyfair == 1, ] <- sample(c("heads", "tails"), size = length(obs[onlyfair == 1, ]),replace = TRUE)
obs[sample(which(obs==0), size=sum(obs==0)/1.5)] <- 
  sample(c("heads","tails"), prob = c(0.9,0.1), size=sum(obs==0)/1.5, replace=TRUE)
obs[which(obs==0)] <- 
  sample(c("heads","tails"), size=sum(obs==0)/2, replace=TRUE)

A1 <- matrix(1,1,1)
B1 <- matrix(c(0.5,0.5),1,2)

A2 <- matrix(c(0.5,0.5,0.5,0.5),2,2)
B2 <- matrix(c(0.5,0.9,0.5,0.1),2,2)

obs <- seqdef(obs)
hmm <- build_mhmm(observations = obs, initial_probs = list(1,c(0.5,0.5)),
  transition_probs = list(A1,A2),
  emission_probs = list(B1,B2), X = matrix(onlyfair,ncol=1), beta = matrix(0:1,1,2))

fit <- fit_mhmm(hmm)