Re: [R] Code for generating states and observations for HMM

Dear Dr Rolf, Thank you for your response and suggestion. But i still find it very difficult to relate my own problem to the sim.hmm() function you suggested. Because the states and the observations should come from Poisson and Negative Binomial distributions where state "0" to come from Poisso

Re: [R] Code for generating states and observations for HMM

Sorry, I haven't the time at the moment to delve into this in detail, but at a quick reading, your question makes no sense. If you are trying to simulate a hidden Markov chain, the states have a distribution as determined by the transition probability matrix and the initial state probability

Re: [R] Code for generating states and observations for HMM

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 a

[R] Code for generating states and observations for HMM

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 observation