init.EM {CHMM} | R Documentation |

## Initialization step of the `CHMM_EM`

function.

### Description

Initialization step of the `CHMM_EM`

function.

### Usage

```
init.EM(X, nb.states, meth.init, var.equal, nbI, nbT)
```

### Arguments

`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. |

### Details

By default, an initialization with the `meth.init="mclust"`

is performed with homogeneous variances.

### Value

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.

### See Also

*CHMM*version 0.1.1 Index]