PlotHMM {HMMmlselect}

PlotHMM

Description

This function visualizes the state inference result using HMMmlselect. See the Manual.pdf under data folder for a figure example.

Usage

PlotHMM(y, results)

Arguments

y

The observed data.

results

The resulting output of state inference using HMMmlselect.

Details

See Manual.pdf in "inst/extdata" folder.

Value

It returns the graph with the original data and the inferenced states.

References

Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and Samuel Kou (2019+) "Determine the number of states in hidden markov models via marginal likelihood." Submitted.

Examples

library(HMMmlselect)

# simulate a 25 observations HMM
obs = HMMsim ( n = 25 )$obs

# perform order selection and estimation
results = HMMmlselect ( y = obs, list(Kfits = c(2,3), boolUseMclust = FALSE) )

# visualize the results, see figure 1
PlotHMM ( y = obs, results )