data_mixture | R Documentation |
This data set contains 10 samples with 100 observations of this HMM
data(data_mixture)
R script
Parameters for the simulation
Model:
——
2 states HMM with gaussian mixture distribution
Initial probabilities:
Pi1 | Pi2 |
0.4 | 0.6 |
Transition matrix:
State 1 | State 2 | |
State 1 | 0.8 | 0.2 |
State 2 | 0.4 | 0.6 |
Conditionnal distribution parameters:
State 1
mean | var | prop | |
mixt. 1 | 1 | 2 | 0.1 |
mixt. 2 | 2 | 3 | 0.2 |
mixt. 3 | 3 | 4 | 0.7 |
State 2
mean | var | prop | |
mixt. 1 | 1 -1 | 1 4 | 1 0.4 |
mixt. 2 | 1 -2 | 1 2 | 1 0.3 |
mixt. 3 | 1 -3 | 1 1 | 1 0.3 |
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