inmvnorm_hmm_pn2pw: Transform independent multivariate normal natural parameters...

View source: R/indep_multivariate_normal_hmm_functions.R

inmvnorm_hmm_pn2pwR Documentation

Transform independent multivariate normal natural parameters to working parameters

Description

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

Usage

inmvnorm_hmm_pn2pw(m, mu, sigma, gamma, delta = NULL, stationary = TRUE)

Arguments

m

Number of states

mu

List of vectors of length m, means for each state dependent multivariate normal distribution

sigma

List of vectors of length m, standard deviations for each state dependent multivariate normal distribution

gamma

Transition probabiilty matrix, size m x m

delta

Optional, vector of length m containing initial distribution

stationary

Boolean, whether the HMM is stationary or not


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