Re-estimates the parameters of density function on each iteration
maxit
Maximum number of iterations
M
Maximum number of time spent in a state (truncates the waiting distribution)
lock.transition
If TRUE will not re-estimate the transition matrix
lock.d
If TRUE will not re-estimate the sojourn time density
graphical
If TRUE will plot the sojourn densities on each iteration
Value
start
A vector of the starting probabilities for each state
a
The transition matrix of the embedded Markov chain
emission
A list of the parameters of the emission distribution
waiting
A list of the parameters of the waiting distribution
Author(s)
Jared O'Connell jaredoconnell@gmail.com
References
Jared O'Connell, Soren Hojsgaard (2011). Hidden Semi Markov Models for
Multiple Observation Sequences: The mhsmm Package for R.,
Journal of Statistical Software, 39(4), 1-22., URL
http://www.jstatsoft.org/v39/i04/.
Guedon, Y. (2003), Estimating hidden semi-Markov chains from discrete sequences,
Journal of Computational and Graphical Statistics, Volume 12, Number 3, page 604-639 - 2003