hmm_simulate_normal_data {oHMMed}

Simulate data distributed according to oHMMed with normal emission densities

Description

Simulate data distributed according to oHMMed with normal emission densities

Usage

hmm_simulate_normal_data(L, mat_T, means, sigma)

Arguments

L

(integer) number of simulations

mat_T

(matrix) a square matrix with the initial state

means

(numeric) mean parameter in rnorm for emission probabilities

sigma

(numeric) sd parameter in rnorm 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_T0 <- 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
means0 <- c(-1,0,1)
sigma0 <- 1

sim_data <- hmm_simulate_normal_data(L = L, 
                                     mat_T = mat_T0, 
                                     means = means0, 
                                     sigma = sigma0)
                                     
plot(density(sim_data$data), main = "Density of Simulated Normal Data")
sim_data