mar_hmm_generate_sample: Generate samples from HMM with multivariate autoregressive...

View source: R/multivariate_autoregressive_hmm_functions.R

mar_hmm_generate_sampleR Documentation

Generate samples from HMM with multivariate autoregressive model

Description

Generate samples from HMM with multivariate autoregressive model

Usage

mar_hmm_generate_sample(ns, mod)

Arguments

ns

Number of samples

mod

List of model parameters

Value

List including vector of indices, vector of states, and k x ns matrix containing generated samples (where k is the number of variables)


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