simData {MatrixHMM}R Documentation

A Simulated Dataset from a Matrix-Variate t Hidden Markov Model

Description

A simulated dataset generated from a matrix-variate t Hidden Markov Model with 2 states and an EE - EE covariance structure.

Usage

data(simData)

Format

A list containing two elements:

1)

An array with p = 2 variables in the rows, r = 3 variables in the columns, num = 50 matrices, and t = 3 time points.

2)

An num x t matrix containing the state memberships.


[Package MatrixHMM version 1.0.0 Index]