oHMMed-package |
oHMMed: HMMs with Ordered Hidden States and Emission Densities |
coef.hmm_mcmc_gamma_poisson |
Extract Model Estimates |
coef.hmm_mcmc_normal |
Extract Model Estimates |
conf_mat |
Calculate and Visualise a Confusion Matrix |
convert_to_ggmcmc |
Converts MCMC Samples into 'ggmcmc' Format |
eigen_system |
Calculate Eigenvalues and Eigenvectors |
example_hmm_mcmc_gamma_poisson |
Example of a Simulated Gamma-Poisson Model |
example_hmm_mcmc_normal |
Example of a Simulated Normal Model |
generate_random_T |
Generate a Random Transition Matrix |
get_pi |
Get the Prior Probability of States |
hmm_mcmc_gamma_poisson |
MCMC Sampler sampler for the Hidden Markov with Gamma-Poisson emission densities |
hmm_mcmc_normal |
MCMC Sampler for the Hidden Markov Model with Normal emission densities |
hmm_simulate_gamma_poisson_data |
Simulate data distributed according to oHMMed with gamma-poisson emission densities |
hmm_simulate_normal_data |
Simulate data distributed according to oHMMed with normal emission densities |
kullback_leibler_cont_appr |
Calculate a Continuous Approximation of the Kullback-Leibler Divergence |
kullback_leibler_disc |
Calculate a Kullback-Leibler Divergence for a Discrete Distribution |
plot.hmm_mcmc_gamma_poisson |
Plot Diagnostics for 'hmm_mcmc_gamma_poisson' Objects |
plot.hmm_mcmc_normal |
Plot Diagnostics for 'hmm_mcmc_normal' Objects |
posterior_prob_gamma_poisson |
Forward-Backward Algorithm to Calculate the Posterior Probabilities of Hidden States in Poisson-Gamma Model |
posterior_prob_normal |
Forward-Backward Algorithm to Calculate the Posterior Probabilities of Hidden States in Normal Model |