Thanks Rolf,

I found the package hmm.discnp on CRAN. I stated to play with some
functions, just to see.
But I found this error when I run the example of sim.hmm

Thank you

Emanuele Cordano



> P <- matrix(c(0.7,0.3,0.1,0.9),2,2,byrow=TRUE)
> R <- matrix(c(0.5,0,0.1,0.1,0.3,
+ 0.1,0.1,0,0.3,0.5),5,2)
> set.seed(42)
> y.sim <- sim.hmm(300,P,R,20)
Error in sample(1:K, 1, prob = ispd) : incorrect number of probabilities


2011/6/24 Rolf Turner <r.turner@auckland.ac.nz>

> On 24/06/11 21:57, Emanuele Cordano wrote:
>
>> Dear all,
>>
>> I'm working on daily precipitation generation time series, in particular I
>> want to model a binary time serries (wet/dry day) for several years. I
>> read
>> about Discrete-Value or Catagorical-value AR or ARMA techniques. They
>> refer
>> to  Pegram’s [Pegram, G.G.S., 1980. An autoregressive model for multilag
>> markov chains. J. Appl. Probab. 17, 350–362] mixing operator and
>> subsequent
>> more recent works  like
>> http://www.sciencedirect.com/**science/article/pii/**S0167715209001977<http://www.sciencedirect.com/science/article/pii/S0167715209001977>or
>> http://www.sciencedirect.com/**science/article/pii/**S0378375809000330<http://www.sciencedirect.com/science/article/pii/S0378375809000330>
>> .
>> Are these methods and Pegram's operetor  already implemented in some CRAN
>> package  or something similar? I'm looking if there is something already
>> implemented on which I can work?
>>
>
> The CRAN package hmm.discnp might be of some use to you.
>
> cheers,
>
> Rolf Turner
>

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