simData {MatrixHMM} | R Documentation |
A Simulated Dataset from a Matrix-Variate t Hidden Markov Model
Description
A simulated dataset generated from a matrix-variate t Hidden Markov Model with 2 states and an EE - EE covariance structure.
Usage
data(simData)
Format
A list containing two elements:
- 1)
An array with
p = 2
variables in the rows,r = 3
variables in the columns,num = 50
matrices, andt = 3
time points.- 2)
An
num
xt
matrix containing the state memberships.
[Package MatrixHMM version 1.0.0 Index]