Hidden Hybrid Markov/Semi-Markov Model Fitting

Documentation for package ‘hhsmm’ version 0.1.2

CMAPSS	CMAPSS data set
cov.mix.wt	weighted covariance
dmixmvnorm	pdf of the mixture of multivariate normals for hhsmm
hhsmmdata	convert to hhsmm data
hhsmmfit	hhsmm model fit
hhsmmspec	hhsmm specification
homogeneity	Computing maximum homogeneity of two state sequences
initialize_model	initialize the hhsmmspec model
initial_cluster	initial clustering of the data set
initial_estimate	initial estimation of the model parameters
ltr_clus	left to right clustering
make_model	make a hhsmmspec model
mixmvnorm_mstep	the M step function of the EM algorithm
predict.hhsmm	prediction of state sequence for hhsmm
predict.hhsmmspec	prediction of state sequence for hhsmm
rmixmvnorm	Random data generation from the mixture of multivariate normals for hhsmm model
simulate.hhsmmspec	Simulation of data from hhsmm model
train_test_split	Splitting the data sets to train and test