obs_n1d_3s {RHmm}R Documentation

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

Conditionnal distribution parameters:

Distribution parameters:
mean var
State 1 10 4
State 2 -1 1
State 3 -5 2


[Package RHmm version 1.2.0 Index]