mstep.norm: Performs re-estimation (the M-step) for a normal emission...
In jaredo/mhsmm: Inference for Hidden Markov and Semi-Markov Models
Description
Usage
Arguments
Details
Value
Author(s)
View source: R/spec_functions.R
Description
Re-estimates the parameters of a normal emission distribution as part of the EM algorithm for HMMs and HSMMs.
This is called by the hmm and hsmm functions. It is a suitable prototype function for users
wishing to design their own emission distributions.
Usage
1
mstep.norm(x, wt)
Arguments
x
A vector of observed values
wt
A T x J matrix of weights. Column entries are the weights for respective states.
Details
Users may write functions that take the same arguments and return the same values for their
own custom emission distributions.
Value
Returns the emission slot of a hmmspec or hsmmspec object
mu
Vector of length J contain the means
sigma
Vector of length J containing the variances
Author(s)
Jared O'Connell jaredoconnell@gmail.com
jaredo/mhsmm documentation built on Dec. 6, 2019, 11:07 a.m.
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Description Usage Arguments Details Value Author(s)
View source: R/spec_functions.R
Description
Re-estimates the parameters of a normal emission distribution as part of the EM algorithm for HMMs and HSMMs.
This is called by the hmm and hsmm functions. It is a suitable prototype function for users
wishing to design their own emission distributions.
Usage
1 | mstep.norm(x, wt)
|
Arguments
x |
A vector of observed values |
wt |
A T x J matrix of weights. Column entries are the weights for respective states. |
Details
Users may write functions that take the same arguments and return the same values for their own custom emission distributions.
Value
Returns the emission slot of a hmmspec or hsmmspec object
mu |
Vector of length J contain the means |
sigma |
Vector of length J containing the variances |
Author(s)
Jared O'Connell jaredoconnell@gmail.com
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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