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')