mstep.pois {mhsmm} | R Documentation |
Re-estimates the parameters of a Poisson emission distribution as part of the EM algorithm for HMMs and HSMMs.
This is called by the hmm
and hsmm
functions. It is a suitable prototype function for users
wishing to design their own emission distributions.
mstep.pois(x, wt)
x |
A vector of observed values |
wt |
A T x J matrix of weights. Column entries are the weights for respective states. |
Users may write functions that take the same arguments and return the same values for their own custom emission distributions.
Returns the emission
slot of a hmmspec
or hsmmspec
object
lambda |
Vector of length J containing the Poisson parameters for each state j |
...
Jared O'Connell
rpois.hsmm
, dpois.hsmm
J<-3 initial <- rep(1/J,J) P <- matrix(c(.8,.5,.1,0.05,.2,.5,.15,.3,.4),nrow=J) b <- list(lambda=c(1,3,6)) model <- hmmspec(init=initial, trans=P, emission=b,f=dpois.hsmm) model train <- simulate(model, nsim=300, seed=1234, r=rpois.hsmm) plot(train,xlim=c(0,100)) h1 = hmmfit(train,model,mstep=mstep.pois)