[R] Code for generating states and observations for HMM
Rolf Turner
r.turner at auckland.ac.nz
Wed Jun 4 00:32:02 CEST 2014
You might find it helpful to look at the sim.hmm() function in the
"hmm.discnp" package, or the simHMM() function in the "HMM" package.
cheers,
Rolf Turner
On 03/06/14 21:17, Bukar Alhaji wrote:
> Dear R buddies,
>
> Sorry for this silly question but am new to R. I am trying to
> generate states and observations to be use for Bayesian Hidden Markov
> Models analysis where i intend using mixture of Poisson and Negative
> binomial as emulsion. I use the code below to generate states and
> observations for homogeneous HMM . I would like to know if i
> correctly generated the data.
>
>
> pii = c(0.6,0.4)
> p1 <- matrix(c(0.8,0.2,0.3,0.7),byrow=TRUE,nrow=2)
>
>
> NUM = 200
> theta<-rep(0, NUM)
> x<-rep(0, NUM)
>
> ## generating the states
> # initial state
> theta[1]<-rbinom(1, 1, pii[1])
> # other states
> for (i in 2:NUM)
> {
> if (theta[i-1]==0)
> theta[i]<-rbinom(1, 1, p1[1, 1])
> else
> theta[i]<-rbinom(1, 1, p1[2, 1])
> }
>
> ## generating the observations
>
> for (i in 1:NUM)
> {
> if (theta[i]==0)
> {
> x[i]<-rpois(1, 5)
> }
> else
> {
> x[i]<-rnbinom(1, 3, 0.3)
> }
> }
> data<-list(s=theta, o=x, p1 = p1, pii = pii)
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