mySpec <- hmm(
K = 3, R = 2,
observation =
MVGaussian(
mu = c( 0, 0),
sigma = matrix(c(1, 0, 0, 1), 2, 2)
) +
MVGaussian(
mu = c(-5, -5),
sigma = matrix(c(1, 0, 0, 1), 2, 2)
) +
MVGaussian(
mu = c( 5, 5),
sigma = matrix(c(1, 0, 0, 1), 2, 2)
),
initial = Dirichlet(alpha = c(1, 1, 1)),
transition = Dirichlet(alpha = c(1, 1, 1)),
name = "Multivariate Gaussian"
)
mySim <- sim(mySpec, T = 500, chain = 1, nSimulations = 200, seed = 9000)
y <- extract_ysim(mySim, n = 1)
plot(y)
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