atp.MVCN {MatrixHMM} | R Documentation |
Atypical Detection Points Using Matrix-Variate Contaminated Normal Hidden Markov Models
Description
Detects atypical matrices via matrix-variate contaminated normal Hidden Markov Models.
Usage
atp.MVCN(Y, pgood, class)
Arguments
Y |
An array with dimensions |
pgood |
An array with dimensions |
class |
An |
Value
An num
x t
matrix containing, for each observation and time, a 0 if it that matrix is typical and 1 otherwise.
Examples
data("simData2")
Y <- simData2$Y
init <- Eigen.HMM_init(Y = Y, k = 2, density = "MVCN", mod.row = "EEE", mod.col = "EE", nstartR = 1)
fit <- Eigen.HMM_fit(Y = Y, init.par = init, nThreads = 1)
atp <- atp.MVCN(Y = Y,
pgood = fit[["results"]][[1]][[1]][[1]][["pgood"]],
class = fit[["results"]][[1]][[1]][[1]][["class"]])
which(atp==1)
which(simData2[["atp.tr"]]==1)
[Package MatrixHMM version 1.0.0 Index]