initPHMM {RcppHMM} | R Documentation |
Function used to generate a hidden Markov model with discrete observations and random parameters. This model is used when the observed data are counts that can be modelled with a mixture of Poissons. The code for the methods with categorical values or continuous data can be viewed in "initHMM"
and "initGHMM"
, respectively.
initPHMM(n)
n |
the number of hidden states to use. |
A "list"
that contains all the required values to specify the model.
Model |
it specifies that the observed values are to be modeled as a Poisson mixture model. |
StateNames |
the set of hidden state names. |
A |
the transition probabilities matrix. |
B |
a vector with the lambda parameter for each Poisson distribution. |
Pi |
the initial probability vector. |
Cited references are listed on the RcppHMM manual page.
n <- 2
model <- initPHMM(n)
print(model)