search for: simhmm

...5,0.25) transProb = matrix(c(0.8,0.05,0.15,0.2,0.6,0.2,0.2,0.3,0.5),3,3,TRUE) emissionProb = matrix(c(0.9,0.1,0.2,0.8,0.7,0.3), 3,2,TRUE) # CREATE THE KNOWN MODEL hmmTrue = initHMM(states, 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, Richa...