hsmm2hmm {marked}

Compute transition matrix for HMM from HSMM

Description

Computes expanded transition matrix for HMM from aggregated state transition matrix and dwell time distributions.

Usage

hsmm2hmm(omega, dm, eps = 1e-10)

Arguments

omega

transition matrix for aggregated states

dm

list of dwell time distribution vectors; each list element is vector of dwell time probabilities in order of aggregated states

eps

epsilon value for setting small probabilities to 0; anything less than eps is set to exactly 0.

Value

transition matrix for hmm to approximate hsmm

Author(s)

Walter Zucchini