ULUstateSample.mpfr {NetworkChange}

Hidden State Sampler with precision

Description

Sample hidden states from hidden Markov multilinear model with precision using Rmpfr package

Usage

ULUstateSample.mpfr(m, s, ZMUt, s2, P, SOS.random)

Arguments

m

The number of break

s

Latent state vector

ZMUt

Z - MU

s2

error variance

P

Transition matrix

SOS.random

single observation state random perturbation

Value

A list of a state vector, state probabilities, and SOS.random.