norm_hmm_mle: Maximum likelihood estimation of univariate normal parameters

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

Maximum likelihood estimation of univariate normal parameters

Description

Maximum likelihood estimation of univariate normal parameters

Usage

norm_hmm_mle(
  x,
  m,
  mu0,
  sigma0,
  gamma0,
  delta0 = NULL,
  stationary = TRUE,
  hessian = FALSE
)

Arguments

x	Vector of observations
m	Number of states
mu0	Vector of length m, initial values for means
sigma0	Vector of length m, initial values for standard deviations
gamma0	Matrix of size m x m, initial values for transition probability matrix
delta0	Optional, vector of length m, initial values for initial distribution
stationary	Boolean, whether the HMM is stationary or not
hessian	Boolean, whether to return the inverse hessian

Value

List of results

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