ldhmm {ldhmm}

Constructor of ldhmm class

Description

Construct an ldhmm class by providing the required parameters.

Usage

ldhmm(m, param, gamma, delta = NULL, stationary = TRUE, mle.optimizer = "nlm")

Arguments

m

numeric, number of states

param

matrix, the ecld parameters of states.

gamma

numeric or matrix, the transition probability matrix, must be conformed to m by m. if provided as vector, it will be converted to a matrix with byrow=TRUE.

delta

numeric, the initial distribution for each state, default is NULL.

stationary

logical, specify whether the initial distribution is stationary or not, default is TRUE.

mle.optimizer

character, specify alternative optimizer, default is nlm.

Value

An object of ldhmm class

Author(s)

Stephen H. Lihn

Examples

param0 <- matrix(c(0.003, 0.02, 1, -0.006, 0.03, 1.3), 2, 3, byrow=TRUE)
gamma0 <- matrix(c(0.9, 0.1, 0.1, 0.9), 2, 2, byrow=TRUE)
d <- ldhmm(m=2, param=param0, gamma=gamma0)