simHMM {HMM}R Documentation

Simulate states and observations for a Hidden Markov Model

Description

Simulates a path of states and observations for a given Hidden Markov Model.

Usage

simHMM(hmm, length)

Arguments

hmm A Hidden Markov Model.
length The length of the simulated sequence of observations and states.

Format

Dimension and Format of the Arguments.

hmm
A valid Hidden Markov Model, for example instantiated by initHMM.

Value

The function simHMM returns a path of states and associated observations:

states The path of states.
observations The sequence of observations.

Author(s)

Lin Himmelmann <hmm@linhi.com>, Scientific Software Development

See Also

See initHMM for instantiation of Hidden Markov Models.

Examples

# Initialise HMM
hmm = initHMM(c("X","Y"),c("a","b","c"))
# Simulate from the HMM
simHMM(hmm, 100)

[Package HMM version 1.0 Index]