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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