obs_n3d_2s: A 2 states HMM with 3D gaussian distribution data set

In RHmm: Hidden Markov Models Simulations and Estimations

A 2 states HMM with 3D gaussian distribution data set

Description

This data set contains 1 sample with 1000 observations of this HMM.

Usage

data(n3d_2s)

Format

RData file

Details

File 'n3d_3s.RData' contains the matrix 'obs_n3d_2s'.

Note

Parameters for the simulation
Model:
——
2 states HMM with 3-d gaussian distribution

Initial probabilities:

Pi1	Pi2
0.2	0.8

Transition matrix:

	State 1	State 2
State 1	0.1	0.9
State 2	0.8	0.2

Conditionnal distribution parameters:

Distribution parameters:
State 1

mean			cov matrix
2	1.0	1.6	-0.6
2	1.6	4.0	-3.6
2	-0.6	-3.6	9.0

State 2

mean	cov matrix
-1	4.0	1.6	1.6
-2	1.6	1.0	1.0
-3	1.6	1.0	4.0

RHmm documentation built on Nov. 30, 2023, 7:22 p.m.