find_importance_function {HMMmlselect}

find_importance_function

Description

Auxiliary function that computes the importance weight used in approximate the normalizing constant.

Usage

find_importance_function(x, boolUseMclust)

Arguments

x

The data that the importance weight is computed on.

boolUseMclust

Auxiliary variable. Set to TRUE.

Details

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

Value

It returns the importance weight used in 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.