bw_HMM: Baum-Welch Algorithm for HMM

View source: R/bw_HMM.R

bw_HMMR Documentation

Baum-Welch Algorithm for HMM

Description

Baum-Welch Algorithm for HMM

Usage

bw_HMM(P, E, v, y, s, ymax, tol)

Arguments

P

A transition prob matrix initial guess

E

An emission probability matrix initial guess

v

An initial state distribution initial guess

y

vector of observed states

s

dim of hidden state space

ymax

dim of observed state space

tol

non-negative convergence criteria


jcorrett/stats230.Rpackage documentation built on March 21, 2022, 5:36 a.m.