hmm_init {bayesdfa}R Documentation

Create initial values for the HMM model.

Description

Create initial values for the HMM model.

Usage

hmm_init(K, x_t)

Arguments

K

The number of regimes or clusters to fit. Called by rstan::sampling().

x_t

A matrix of values. Called by rstan::sampling().

Value

list of initial values (mu, sigma)


[Package bayesdfa version 1.1.0 Index]