ldhmm.n2w {ldhmm}

Transforming natural parameters to a linear working parameter array

Description

This utility linearizes the natural parameters and transforms the contrained parameters to unconstrained parameters. (Zucchini, 3.3.1)

Usage

ldhmm.n2w(object, mu.scale = 1)

Arguments

object

an ldhmm object

mu.scale

numeric, if provided, e.g. mean(abs(x)), it is used to scale up mu so that the scale is more friendly to the optimizer. Default is 1.

Value

numeric, linear working parameter array

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)
v <- ldhmm.n2w(d)