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

In RHmm: Hidden Markov Models simulations and estimations

A 3 states HMM with univariate gaussian distribution data set

Description

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

Usage

data(n1d_3s)

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 July 16, 2024, 3:03 a.m.