Displaying 1 result from an estimated 1 matches for "baumwelch".
2013 Apr 16
1
HMM Package parameter estimation
...ates, symbols, startProb, transProb , emissionProb)
# SIMULATE 1000 OBSERVATIONS OF THE KNOWN MODEL
observation = simHMM(hmmTrue, 1000)
obs = observation$observation
#ESTIMATE A MODEL USING THE OBSERVATIONS GENERATED FROM THE KNOWN MODEL
hmmInit = initHMM(states, symbols, c(1/3,1/3,1/3))
hmmFit = baumWelch(hmmInit, obs)
#The parameters of hmmTrue and hmmFit are not at all alike, why is this?
Kind Regards,
Richard
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