fitted.hmm.discnp {hmm.discnp} | R Documentation |
Calculates the fitted values of a discrete non-parametric hidden Markov model as the conditional expectations of the observations, given the entire observation sequence (and the estimated parameters of the model.
## S3 method for class 'hmm.discnp': fitted(object, ...)
object |
An object of class hmm.discnp as returned by
hmm() .
|
... |
Not used. |
This function is essentially a wrapper for sp()
.
If the observations (stored in object
) consist of a
single sequence, then the object returned is the corresponding
sequence of fitted values. If the observations consist of a
list of observation sequences, then the object returned is a
list of corresponding sequences of fitted values.
Rolf Turner
r.turner@auckland.ac.nz
http://www.math.unb.ca/~rolf
sp()
# See the help for sim.hmm() for how to generate y.num. ## Not run: fit.num <- hmm(y.num,K=2,verb=TRUE) fv <- fitted(fit.num) ## End(Not run)