Hi,
I am trying to specify a prior for my HMM Model. I would like both my prior
and transition probablities to be dependent on covariates. I was trying this
out using the "speed" dataset within depmixS4, but I get the following
error:
>mod <-
depmix(list(rt~1,corr~1),data=speed,nstates=2,family=li
Hi I am trying to use depmixS4 package. Based on the documentation, it seems
that depmix allows one to fit an HMM model based on a training data with
time-varying co-variates. However, I did not find any routines which can
help test the accuracy on the fitted HMM model on out-of-sample data.
Can so
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