Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

ULUstateSample

Hidden State Sampler

Description

Sample hidden states from hidden Markov multilinear model

Usage

ULUstateSample(m, s, ZMUt, s2, P, SOS.random)

Arguments

m

The number of break
s

Latent state vector
ZMUt

Z - MU
s2

error variance
P

Transition matrix
SOS.random

single observation state random perturbation

Value

A list of a state vector, state probabilities, and SOS.random.

NetworkChange

Bayesian Package for Network Changepoint Analysis

v0.7
GPL-3
Authors
Jong Hee Park [aut,cre], Yunkyu Sohn [aut]
Initial release
2020-07-09 14:17:31 UTC

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.