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Nomenclature

The names of the functions in the H2M/cnt extension follow these conventions:
p*
Poisson something...
pm*_
function for Poisson Mixture modeling
ph*_
function for Poisson Hidden Markov modeling
nb*
Negative Binomial something..
nbh_
function for Negative Binomial Hidden Markov modeling
The meaning of the suffix is similar to what has been used for the main H2M functions:
*_ch
CHecks that the data structure is correct (and return the model dimension)
*_gen
GENerates simulated data from the model
*_em
EM estimation of the parameters of the model
*_vit
Maximum a posteriori estimation of the sequence of states using dynamic programming (also known as VITerbi algorithm)

Note that only the high-level function *_em is provided (in the main H2M functions, EM estimation is split into several routines which can used separately such as gauseval, hmm_fb, hmm_tran and hmm_dens).



Olivier Cappé, Aug 24 2001