ar_hmm_pn2pw: Transform normal natural parameters to working parameters

In longjess/hornsharkHMM: Functions For Analysing Horn Shark Data Using Hidden Markov Models

Transform normal natural parameters to working parameters

Description

mu does not need to be transformed, as there are no constraints.

Usage

ar_hmm_pn2pw(m, mu, sigma, gamma, phi, delta = NULL, stationary = TRUE)

Arguments

m	Number of states
mu	Vector of length m, containing means for the white noise in each state dependent normal distribution
sigma	Vector of length m, containing standard deviations for each state dependent normal distribution
gamma	Transition probabiilty matrix, size m x m
phi	m x q matrix of autoregressive parameters. Each row contains the parameters corresponding to a single state.
delta	Optional, vector of length m containing initial distribution
stationary	Boolean, whether the HMM is stationary or not

Value

Vector of working parameters

longjess/hornsharkHMM documentation built on June 15, 2022, 11:32 p.m.