data_mixture              package:RHmm              R Documentation

_S_i_m_u_l_a_t_e_d _u_n_i_v_a_r_i_a_t_e _m_i_x_t_u_r_e _o_f _3 _g_a_u_s_s_s_i_a_n _d_i_s_t_r_i_b_u_t_i_o_n_s

_D_e_s_c_r_i_p_t_i_o_n:

     This data set contains 10 samples with 100 observations of this
     HMM

_U_s_a_g_e:

     data(data_mixture)

_F_o_r_m_a_t:

     R script

_N_o_t_e:

     Parameters for the simulation Model:
      --
      2 states HMM with gaussian mixture distribution

      Initial probabilities:
      Pi1 Pi2
      0.4 0.6

     Transition matrix:
      State 1 State 2
      State 1     0.8     0.2
      State 2     0.4     0.6

      Conditionnal distribution parameters:

      Distribution parameters:
      State 1
      mean var prop
      mixt. 1    1   2  0.1
      mixt. 2    2   3  0.2
      mixt. 3    3   4  0.7

      State 2
      mean var prop
      mixt. 1   -1   4  0.4
      mixt. 2   -2   2  0.3
      mixt. 3   -3   1  0.3

