norm_hmm_pn2pw: Transform normal natural parameters to working parameters

View source: R/univariate_normal_hmm_functions.R

norm_hmm_pn2pwR Documentation

Transform normal natural parameters to working parameters

Description

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

Usage

norm_hmm_pn2pw(m, mu, sigma, gamma, delta = NULL, stationary = TRUE)

Arguments

m

Number of states

mu

Vector of length m, containing means for 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

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.