Displaying 1 result from an estimated 1 matches for "transprob".
2013 Apr 16
1
HMM Package parameter estimation
...ly the same as the known/true
parameters, but these are nowhere close. Below is my code used. Any ideas
or possible suggestions regarding this issue would be greatly appreciated?
library(HMM)
## DECLARE PARAMETERS OF THE KNOWN MODEL
states = c(1,2,3)
symbols = c(1,2)
startProb = c(0.5,0.25,0.25)
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, 1...