init.VEM {CHMM}

Initialization step of the CHMM_VEM function.

Description

Initialization step of the CHMM_VEM function.

Usage

init.VEM(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.

Value

A list containing the parameters of the model

esAvg

a numeric of the estimated mean for each state.

esVar

a numeric of the estimated variance for each state.

transPr

a matrix of the state transition probabilities

postPr

a list containing for each series the posterior probabilities.

initPr

a numeric specifying the initial state probabilities

.