hmm-gendata {stochmod}R Documentation

Hidden Markov Models

Description

Generate data from a provided model.

Usage

HMM.genData( N, hmm )

Arguments

N Number of samples to generate
hmm The model of dimensionality p

Details

Hidden state value is first generated from prior distribution (first sample) or transition matrix (second sample and on). The state mean and covariance matrix are then used to generate the actual sample.

Value

[N x p] matrix of generated data samples

Author(s)

Artem Sokolov Artem.Sokolov@gmail.com


[Package stochmod version 1.2 Index]