getHmmParam

This function outputs a list with means, covariance matrices, inverse covarince matrices and
logarithms of the determinants of the covariance matrices for all states of the HMM.

Clustering of high dimensional data with Hidden Markov Model on Variable Blocks (HMM-VB) fitted via Baum-Welch algorithm. Clustering is performed by the Modal Baum-Welch algorithm (MBW), which finds modes of the density function. Lin Lin and Jia Li (2017) <https://jmlr.org/papers/v18/16-342.html>.

Jia Li

HDclust

Clustering High Dimensional Data with Hidden Markov Model on
Variable Blocks

Yevhen Tupikov

Lin Lin

Lixiang Zhang

getHmmParam function

<dl><dt>object</dt>
<dd>Object of class "HMM".</dd></dl>

Arguments

Accessor for parameters of HMM — getHmmParam

<dl>

<dt>object</dt>
<dd>Object of class "HMM".</dd>

</dl>

getHmmParam: Accessor for parameters of HMM

Description

Usage

Arguments