Parsimonious Families of Hidden Markov Models for Matrix-Variate Longitudinal Data


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Documentation for package ‘MatrixHMM’ version 1.0.0

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atp.MVCN Atypical Detection Points Using Matrix-Variate Contaminated Normal Hidden Markov Models
atp.MVT Atypical Detection Points Using Matrix-Variate t Hidden Markov Models
Eigen.HMM_fit Fitting Parsimonious Hidden Markov Models for Matrix-Variate Longitudinal Data
Eigen.HMM_init Initialization for ECM Algorithms in Matrix-Variate Hidden Markov Models
extract.bestM Selection of the best fitting model(s)
r.HMM Random Number Generation for Matrix-Variate Hidden Markov Models
simData A Simulated Dataset from a Matrix-Variate t Hidden Markov Model
simData2 A Simulated Dataset with Atypical Matrices