R: Specificatin of HMMs

hmmspec {mhsmm} | R Documentation

## Specificatin of HMMs

### Description

Creates a model specficiation for a hidden Markov model

### Usage

    hmmspec(init, trans, parms.emission, dens.emission, rand.emission=NULL,mstep=NULL)

### Arguments

`init` | Distribution of states at t=1 ie. P(S=s) at t=1
`trans` | The transition matrix of the Markov chain
`parms.emission` | A list containing the parameters of the emission distribution
`dens.emission` | Density function of the emission distribution.
`rand.emission` | The function used to generate observations from the emission distribution
`mstep` | Re-estimates the parameters of density function on each iteration

### Value

A hmmspec object

### Author(s)

Jared O'Connell jaredoconnell@gmail.com

### References

Jared O'Connell, Soren Hojsgaard (2011). Hidden Semi Markov Models for Multiple Observation Sequences: The mhsmm Package for R., Journal of Statistical Software, 39(4), 1-22., URL http://www.jstatsoft.org/v39/i04/.

Rabiner, L. (1989), A tutorial on hidden Markov models and selected applications in speech recognition, Proceedings of the IEEE, 77, 257-286.

### See Also

`simulate.hmmspec`, `simulate.hmmspec`, `hmmfit`, `predict.hmm`

[Package mhsmm version 0.4.16 Index]