This function creates a Hidden Markov Model on a variable block.

internal

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

hmm function

<dl><dt>dim</dt>
<dd>Dimensionality of the data in HMM.</dd>
<dt>numst</dt>
<dd>An integer vector specifying the number of HMM states.</dd>
<dt>prenumst</dt>
<dd>An integer vector specifying the number of states of previous 
variable block HMM.</dd>
<dt>a00</dt>
<dd>Probabilities of HMM states.</dd>
<dt>a</dt>
<dd>Transition probability matrix from states in the previous variable block
to the states in the current one.</dd>
<dt>mean</dt>
<dd>A numerical matrix with state means. kth row corresponds to the
kth state.</dd>
<dt>sigma</dt>
<dd>A list containing state covariance matrices.</dd>
<dt>sigmaInv</dt>
<dd>A list containing state inverse covariance matrices.</dd>
<dt>sigmaDetLog</dt>
<dd>A vector with \(log(|sigma|)\) for each state.</dd></dl>

Arguments

Make an instance of "HMM" class. — hmm

<dl>

<dt>dim</dt>
<dd>Dimensionality of the data in HMM.</dd>


<dt>numst</dt>
<dd>An integer vector specifying the number of HMM states.</dd>


<dt>prenumst</dt>
<dd>An integer vector specifying the number of states of previous 
variable block HMM.</dd>


<dt>a00</dt>
<dd>Probabilities of HMM states.</dd>


<dt>a</dt>
<dd>Transition probability matrix from states in the previous variable block
to the states in the current one.</dd>


<dt>mean</dt>
<dd>A numerical matrix with state means. kth row corresponds to the
kth state.</dd>


<dt>sigma</dt>
<dd>A list containing state covariance matrices.</dd>


<dt>sigmaInv</dt>
<dd>A list containing state inverse covariance matrices.</dd>


<dt>sigmaDetLog</dt>
<dd>A vector with \(log(|sigma|)\) for each state.</dd>

</dl>

hmm: Make an instance of "HMM" class.

Description

Usage

Value

Arguments