init.EM {CHMM} | R Documentation |
CHMM_EM
function.Initialization step of the CHMM_EM
function.
init.EM(X, nb.states, meth.init, var.equal, nbI, nbT)
X |
a matrix of observations. Columns correspond to series (individuals). |
nb.states |
an integer specifying the numbers of states. |
meth.init |
a string specifying the initialization method ("mclust" or "kmeans"). The default method is "mclust". |
var.equal |
a logical variable indicating whether to treat the variances as being equal (TRUE, value by default) or not (FALSE). |
nbI |
an integer specifying the number of series. |
nbT |
an integer specifying the length of one series. |
By default, an initialization with the meth.init="mclust"
is performed with homogeneous variances.
A list of 6 objects.
esAvgGb
a matrix of nbK
(nb.states^nbI) rows and nbI
columns of estimated mean.
esVarGb
a matrix of nbK
(nb.states^nbI) rows and nbI
columns of estimated variance.
esAvg
a numeric of the estimated mean for each state.
esVar
a numeric of the estimated variance for each state.
transGb
a matrix of the state transition probabilities.
initGb
a numeric specifying the initial state probabilities.