Re: [R] HMM Package parameter estimation

2013-04-16 Thread Ingmar Visser
It seems that indeed providing other starting values initiates iterations to take place. However, more worrisome is that the does not seem to converge, even when upping the number of iterations. Below I run a 2 state model on the same as well for comparison (I have added set.seed statements to make

Re: [R] HMM Package parameter estimation

2013-04-16 Thread Rolf Turner
I think it's your starting values for the initial state probability distribution, i.e. c(1,1,1)/3 that cause the problem. They seem to drop you into some sort of local maximum/stationary point, a long way from the global maximum. Try, e.g. c(4,2,1)/7; this gives me: hmmFit$hmm$emissionProbs