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")Format
An object of class fHMM_model.
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_sim <- prepare_data(controls, true_parameters = pars, seed = 1)
sim_model_2gamma <- fit_model(data_sim, seed = 1)