| dthmm.obsolete {HiddenMarkov} | R Documentation |
These functions are obsolete and will ultimately be removed from the package. Please change to the object orientated versions: BaumWelch, residuals, simulate or Viterbi.
Baum.Welch(x, Pi, delta, distn, pm, pn = NULL, nonstat = TRUE,
maxiter = 500, tol = 1e-05, prt = TRUE,
posdiff = (distn[1]!="glm"))
residualshmm(x, Pi, delta, distn, pm, pn = NULL, discrete = FALSE)
sim.hmm(n, initial, Pi, distn, pm, pn = NULL)
sim.hmm1(n, initial, Pi, distn, pm)
sim.markov(n, initial, Pi)
Viterbihmm(x, Pi, delta, distn, pm, pn = NULL)
x |
is a vector of length n containing the observed process. |
n |
length of process. |
initial |
integer, being the initial hidden Markov state (1, cdots, m). |
Pi |
is the m times m transition probability matrix of the hidden Markov chain. |
delta |
is the marginal probability distribution of the m hidden states at the first time point. |
distn |
is a character string with the distribution name, e.g. "norm" or "pois". If the distribution is specified as "wxyz" then a distribution function called "pwxyz" should be available, in the standard R format (e.g. pnorm or ppois). |
pm |
is a list object containing the (Markov dependent) parameter values associated with the distribution of the observed process (see dthmm). |
pn |
is a list object containing the observation dependent parameter values associated with the distribution of the observed process (see dthmm). |
discrete |
is logical, and is TRUE if distn is a discrete distribution. |
nonstat |
is logical, TRUE if the homogeneous Markov chain is assumed to be non-stationary, default. See “Details” below. |
maxiter |
is the maximum number of iterations, default is 500. |
tol |
is the convergence criterion, being the difference between successive values of the log-likelihood; default is 0.00001. |
prt |
is logical, and determines whether information is printed at each iteration; default is TRUE. |
posdiff |
is logical, and determines whether the iterative process stops if a negative log-likelihood difference occurs. |
The function sim.hmm1 will run faster for cases where the argument pn is NULL.