R: Discrete Time HMM - Deprecated Functions

HiddenMarkov-dthmm-deprecated {HiddenMarkov} | R Documentation

## Discrete Time HMM - Deprecated Functions

### Description

These functions are deprecated and will ultimately be removed from the package. Please change to the object orientated versions: `BaumWelch`, `residuals`, `simulate` or `Viterbi`.

### Usage

    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)

### Arguments

`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*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.

### Details

The function `sim.hmm1` will run faster for cases where the argument `pn` is `NULL`.

[Package HiddenMarkov version 1.8-8 Index]