mySpec <- hmm(
K = 2, R = 1,
observation = Gaussian(
mu = Gaussian(0, 10),
sigma = Student(mu = 0, sigma = 10, nu = 1, bounds = list(0, NULL))
),
initial = InitialSoftmax(
vBeta = Gaussian(0, 10), Q = 2
),
transition = Dirichlet(alpha = c(1, 1)),
name = "TVHMM Univariate Gaussian"
)
v <- c(1, 0.5)
mySims <- sim(mySpec, T = 1000, v = v, nSimulations = 500)
ySim <- extract_ysim(mySims)[1, 1, ]
myModel <- compile(mySpec)
myFit <- draw_samples(mySpec, myModel, y = ySim, v = v, iter = 500)
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