R: Emission ensity function for a multivariate normal emission...

dmvnorm.hsmm {mhsmm} | R Documentation

## Emission ensity function for a multivariate normal emission distribution

### Description

Calculates the density of observations `x` for state `j` given the parameters in `model`. This is used for a multivariate Gaussian emission distribution of a HMM or HSMM and is a suitable prototype for user's to make their own custom distributions.

### Usage

    dmvnorm.hsmm(x, j, model)

### Arguments

`x` | Observed value
`j` | State
`model` | A `hsmmspec` or `hmmspec` object

### Details

This is used by `hmm` and `hsmm` to calculate densities for use in the E-step of the EM algorithm. It can also be used as a template for users wishing to building their own emission distributions

### Value

A vector of probability densities.

### Author(s)

Jared O'Connell jaredoconnell@gmail.com

### See Also

`mstep.mvnorm`, `rmvnorm.hsmm`

### Examples

      J<-2
      initial <- rep(1/J,J)
      P <- matrix(c(.3,.5,.7,.5),nrow=J)
      b <- list(mu=list(c(-3,0),c(1,2)),sigma=list(diag(2),matrix(c(4,2,2,3), ncol=2)))
      model <- hmmspec(init=initial, trans=P, parms.emission=b,dens.emission=dmvnorm.hsmm)
      model
      train <- simulate(model, nsim=300, seed=1234, rand.emis=rmvnorm.hsmm)
      plot(train,xlim=c(0,100))
      h1 = hmmfit(train,model,mstep=mstep.mvnorm)

[Package mhsmm version 0.4.16 Index]