HMMSet {RHmm}R Documentation

Set the parameters for the hidden Markov models

Description

This function is used to create a HMMClass object which contains the parameters of the HMM. An HMM is described by an initial state probability vector, a transition matrix and a distributionClass object.

Usage


HMMSet(initProb, transMat, distribution)
HMMSet(initProb, transMat, dis="NORMAL", mean, var)
HMMSet(initProb, transMat, dis="NORMAL", mean, cov)
HMMSet(initProb, transMat, dis="MIXTURE", mean, var, proportion)
HMMSet(initProb, transMat, dis="DISCRETE", proba, labels=NULL)

Arguments

initProb the vector of probabilities of the initial state
transMat the transition matrix of the hidden Markov chain
distribution the distributionClass object of the observations
dis dis parameter. See distributionSet
mean mean parameter. See distributionSet
var var parameter. See distributionSet
cov cov parameter. See distributionSet
proportion proportion parameter. See distributionSet
proba proba parameter. See distributionSet
labels labels parameter. See distributionSet

Value

an object of class HMMClass

initProb initial state probabilities vector
transMat transition matrix
distribution distributionClass object

See Also

distributionSet

Examples

    # 3 hidden states Markov Model with univariate normal distributions
    # for the observations
    #   obs | hidden state = 1 are N(1, 1)
    #   obs | hidden state = 2 are N(-2, 2)
    #   obs | hidden state = 3 are N(5, 4)

        n_1d_3s <- distributionSet("NORMAL", c(1, -2, 5), c(1, 2, 4))
        initProb3 <- rep(1,3)/3
        transMat3 <- rbind(c(0.5, 0.4, 0.1), c(0.3, 0.4, 0.3),
            c(0.2, 0.1, 0.7))
        hmm1 <- HMMSet(initProb3, transMat3, n_1d_3s)
        # or directly
        hmm2 <- HMMSet(initProb3, transMat3, "NORMAL", mean=c(1, -2, 5),
            var=c(1, 2, 4))
 

[Package RHmm version 1.2.0 Index]