rmvnorm.hsmm {mhsmm} | R Documentation |
This generates values from a multivariate normal distributed emission
state j
given parameters in model
.
rmvnorm.hsmm(j, model)
j |
An integer representing the state |
model |
A |
This is essentially a wrapper for rnorm
. Users may build functions with the same
arguments and return values so they can use their own custom emission distributions.
A single value from the emission distribution.
Jared O'Connell jaredoconnell@gmail.com
J<-2 initial <- rep(1/J,J) P <- matrix(c(.3,.5,.7,.5),nrow=J) b <- list(mu=list(c(-3,0),c(1,2)),sigma=list(diag(2),matrix(c(4,2,2,3), ncol=2))) model <- hmmspec(init=initial, trans=P, parms.emission=b,dens.emission=dmvnorm.hsmm) model train <- simulate(model, nsim=300, seed=1234, rand.emis=rmvnorm.hsmm) plot(train,xlim=c(0,100)) h1 = hmmfit(train,model,mstep=mstep.mvnorm)