data_mixture {RHmm}R Documentation

Simulated univariate mixture of 3 gausssian distributions

Description

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

Usage

data(data_mixture)

Format

R script

Note

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


[Package RHmm version 1.2.0 Index]