u_function: Normalized u-function EM
In pneff93/HMM: Fitting a Hidden Markov Model
Description
Usage
Arguments
Value
View source: R/General_functions.R
Description
This function calculates the u-function which is part of the
estimation step. Each element in u aligns with the conditional expectation to
reach state j given your datapoint x(t). The corresponding weights are
already included in the alpha and beta values.
Usage
1
u_function(m, N, alpha, beta)
Arguments
m
number of likelihoods
N
length of the supplied dataset
alpha
normalized alpha matrix
beta
normalized beta matrix
Value
returns the corresponding normalized u's
pneff93/HMM documentation built on Oct. 26, 2019, 8:16 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value
View source: R/General_functions.R
Description
This function calculates the u-function which is part of the estimation step. Each element in u aligns with the conditional expectation to reach state j given your datapoint x(t). The corresponding weights are already included in the alpha and beta values.
Usage
1 | u_function(m, N, alpha, beta)
|
Arguments
m |
number of likelihoods |
N |
length of the supplied dataset |
alpha |
normalized alpha matrix |
beta |
normalized beta matrix |
Value
returns the corresponding normalized u's
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.