HDclust: hmm – R documentation

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hmm

Make an instance of "HMM" class.

This function creates a Hidden Markov Model on a variable block.

hmm(dim, numst, prenumst, a00, a, mean, sigma, sigmaInv, sigmaDetLog)

`dim`	Dimensionality of the data in HMM.
`numst`	An integer vector specifying the number of HMM states.
`prenumst`	An integer vector specifying the number of states of previous variable block HMM.
`a00`	Probabilities of HMM states.
`a`	Transition probability matrix from states in the previous variable block to the states in the current one.
`mean`	A numerical matrix with state means. kth row corresponds to the kth state.
`sigma`	A list containing state covariance matrices.
`sigmaInv`	A list containing state inverse covariance matrices.
`sigmaDetLog`	A vector with log(\|sigma\|) for each state.

An object of class 'HMM'.

Clustering High Dimensional Data with Hidden Markov Model on Variable Blocks

v1.0.3

GPL (>= 2)

Authors

Yevhen Tupikov [aut], Lin Lin [aut], Lixiang Zhang [aut], Jia Li [aut, cre]

Initial release

2019-04-05