R: Performs re-estimation (the M-step) for a normal emission...
mstep.norm
R Documentation
Performs re-estimation (the M-step) for a normal emission distribution
Description
Re-estimates the parameters of a normal emission distribution as part of the EM algorithm for HMMs and HSMMs.
This is called by the hmm and hsmm functions. It is a suitable prototype function for users
wishing to design their own emission distributions.
Usage
mstep.norm(x, wt)
Arguments
x
A vector of observed values
wt
A T x J matrix of weights. Column entries are the weights for respective states.
Details
Users may write functions that take the same arguments and return the same values for their
own custom emission distributions.
Value
Returns the emission slot of a hmmspec or hsmmspec object