estimateNormalizingConst {HMMmlselect}

estimateNormalizingConst

Description

Auxiliary function that approximate the normalizing constant. Used when approximating marginal likelihood.

Usage

estimateNormalizingConst(SampDens, boolHMM, dft, RIS, IS, NsmpResmp, llUn, Mclust = TRUE)

Arguments

SampDens

The sample and density

boolHMM

Number that controls the method.

dft

Degree of freedom used in the t-distribution.

RIS

RIS in the algorithm.

IS

IS in the algorithm.

NsmpResmp

Number of resampling used in the algorithm.

llUn

Unnormalized log likelihood.

Mclust

Auxiliary variable. Set to TRUE.

Details

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

Value

It returns the approximated normalizing constant.

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.