R: Performs re-estimation (the M-step) for a normal emission...

mstep.norm {mhsmm} | R Documentation

## Performs re-estimation (the M-step) for a normal emission distribution

### Description

Re-estimates the parameters of a normal emission distribution as part of the EM algorithm for HMMs and HSMMs. This is called by the `hmm` and `hsmm` functions. It is a suitable prototype function for users wishing to design their own emission distributions.

### Usage

    mstep.norm(x, wt)

### Arguments

`x` | A vector of observed values
`wt` | A T x J matrix of weights. Column entries are the weights for respective states.

### Details

Users may write functions that take the same arguments and return the same values for their own custom emission distributions.

### Value

Returns the `emission` slot of a `hmmspec` or `hsmmspec` object

`mu` | Vector of length J contain the means
`sigma` | Vector of length J containing the variances

### Author(s)

Jared O'Connell jaredoconnell@gmail.com

[Package mhsmm version 0.4.16 Index]