HMM-class {STAN} | R Documentation

## This class is a generic container for Hidden Markov Models.

### Description

This class is a generic container for Hidden Markov Models.

### Slots

`initProb`

  Initial state probabilities.

`transMat`

  Transition probabilities

`emission`

  Emission parameters as an HMMEmission object.

`nStates`

  Number of states.

`status`

  of the HMM. On of c('initial', 'EM').

`stateNames`

  State names.

`dimNames`

  Names of data tracks.

`LogLik`

  Log likelihood of a fitted HMM.

### See Also

`HMMEmission`

### Examples

    nStates = 5
    means = list(4,11,4,11,-1)
    Sigma = lapply(list(4,4,4,4,4), as.matrix)
    transMat = matrix(1/nStates, nrow=nStates, ncol=nStates)
    initProb = rep(1/nStates, nStates)

    HMM(initProb=initProb, transMat=transMat, emission=HMMEmission(type='Gaussian', parameters=list(mu=means, cov=Sigma), nStates=length(means)), nStates=nStates, status='initial')

[Package STAN version 2.10.1 Index]