SimHMMGen {GenHMM1d} | R Documentation |
Simulation of univariate hidden Markov model
Description
This function simulates observation from a univariate hidden Markov model
Usage
SimHMMGen(theta, size = 0, Q, ZI = 0, family, n)
Arguments
theta |
parameters; (r x p) |
size |
additional parameter for some discrete distributions; run the command distributions() for help |
Q |
transition probability matrix for regimes; (r x r) |
ZI |
1 if zero-inflated, 0 otherwise (default) |
family |
distribution name; run the function distributions() for help |
n |
number of simulated observations |
Value
SimData |
Simulated data |
MC |
Simulated Markov chain |
Examples
family = "gaussian"
Q = matrix(c(0.8, 0.3, 0.2, 0.7), 2, 2) ;
theta = matrix(c(0, 1.7, 0, 10),2,2) ;
y = SimHMMGen(theta, Q=Q, ZI=1,family=family, n=50)$SimData
[Package GenHMM1d version 0.2.1 Index]