find_index_local_region {HMMmlselect}

find_index_local_region

Description

Auxiliary function that identify the local region for locally restricted importance sampling. Used in approximate the normalizing constant.

Usage

find_index_local_region(samples, EM_result, df_t)

Arguments

samples

The sample used to consruct region.

EM_result

The parameters.

df_t

Degree of freedom for the t-distrbution.

Details

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

Value

It returns the local region for locally restricted importance sampling.

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.