hmm_simulate_gamma_poisson_data {oHMMed}

Simulate data distributed according to oHMMed with gamma-poisson emission densities

Description

Simulate data distributed according to oHMMed with gamma-poisson emission densities

Usage

hmm_simulate_gamma_poisson_data(L, mat_T, betas, alpha)

Arguments

L

(integer) number of simulations

mat_T

(matrix) a square matrix with the initial state

betas

(numeric) rate parameter in rgamma for emission probabilities

alpha

(numeric) shape parameter in rgamma for emission probabilities

Value

Returns a list with the following elements:

• data: numeric vector with data

• states: an integer vector with "true" hidden states used to generate the data vector

• pi: numeric vector with prior probability of states

Examples

mat_T <- rbind(c(1-0.01, 0.01, 0),
               c(0.01, 1-0.02, 0.01),
               c(0, 0.01, 1-0.01))
L <- 2^7
betas <- c(0.1, 0.3, 0.5)
alpha <- 1

sim_data <- hmm_simulate_gamma_poisson_data(L = L,
                                            mat_T = mat_T,
                                            betas = betas,
                                            alpha = alpha)
hist(sim_data$data, 
     breaks = 40,
     main = "Histogram of Simulated Gamma-Poisson Data", 
     xlab = "")
sim_data