obs_n1d_3s: A 3 states HMM with univariate gaussian distribution data set

Description Usage Format Details Note

Description

This data set contains 10 samples with 100 observations of this HMM.

Usage

1

Format

RData file

Details

File 'n1d_3s.RData' contains the list of vectors 'obs_n1d_3s'.

Note

Parameters for the simulation
Model:
——
3 states HMM with univariate gaussian distribution

Initial probabilities:

Pi1 Pi2 Pi3
0.2 0.4 0.4

Transition matrix:

State 1 State 2 State 3
State 1 0.5 0.1 0.4
State 2 0.2 0.7 0.1
State 3 0.3 0.3 0.4

Conditionnal distribution parameters:

Distribution parameters:

mean var
State 1 10 4
State 2 -5 2
State 3 -1 1

RHmm documentation built on May 2, 2019, 6:53 p.m.