initHMM {RcppHMM} | R Documentation |
Function used to generate a hidden Markov model with categorical variables and random parameters. The code for the methods with continuous values or discrete data can be viewed in "initGHMM"
and "initPHMM"
, respectively.
initHMM(n, m)
n |
the number of hidden states to use. |
m |
the number of possible categories (labels) generated by the hidden states. |
A "list"
that contains the required values to specify the model.
Model |
it specifies that the observed values are to be modeled as a multinomial distribution. |
StateNames |
the set of hidden state names. |
ObservationNames |
the set of possible observed values. |
A |
the transition probabilities matrix. |
B |
the emission probabilities matrix. |
Pi |
the initial probability vector. |
Cited references are listed on the RcppHMM manual page.
n <- 2
m <- 2
model <- initHMM(n,m)
print(model)