sim_model_2gamma dataset

Simulated 2-state HMM with gamma distributions

A pre-computed 2-state HMM with state-dependent gamma distributions with means fixed to 0.5 and 2 on 500 simulated observations. data

Format

An object of class fHMM_model.

data("sim_model_2gamma")

Details

The model was estimated via:

controls <- set_controls(
  states  = 2,
  sdds    = "gamma(mu = 1|2)",
  horizon = 200,
  runs    = 10
)
pars <- fHMM_parameters(
  controls = controls,
  Gamma = matrix(c(0.9, 0.2, 0.1, 0.8), nrow = 2),
  sigma = c(0.5, 1),
  seed = 1
)
data_sim <- prepare_data(controls, true_parameters = pars, seed = 1)
sim_model_2gamma <- fit_model(data_sim, seed = 1)
sim_model_2gamma <- decode_states(sim_model_2gamma)
sim_model_2gamma <- compute_residuals(sim_model_2gamma)
summary(sim_model_2gamma)