A pre-computed 2-state HMM with state-dependent gamma distributions with means
fixed to 0.5
and 2
on 500
simulated observations.
Usage
data("sim_model_2gamma")
Details
The model was estimated via:
controls <- list(
states = 2,
sdds = "gamma(mu = 1|2)",
horizon = 200,
fit = list(runs = 50)
)
controls <- set_controls(controls)
pars <- fHMM_parameters(
controls = controls, Gamma = matrix(c(0.9,0.2,0.1,0.8), nrow = 2),
sigmas = c(0.5,1)
)
data <- prepare_data(controls, true_parameters = pars, seed = 1)
sim_model_2gamma <- fit_model(data, seed = 1, verbose = FALSE)