initVals_HMmdl function

Initial values for Hidden Markov model

This function generates a random parameter vector to be used as initial values for a Hidden Markov model.

initVals_HMmdl(mdl, k)

Arguments

• mdl: List with parameter values of simple (one-regime) model. This includes:

  • mu: Vector of means.
  • sigma: covariance matrix.
  • msmu: Boolean indicator. If TRUE, mean is function of markov process. If FALSE, mean is constant across regimes.
  • msvar: Boolean indicator. If TRUE, standard deviation is function of markov process. If FALSE, standard deviation is constant across regimes.

• k: Number of regimes.

Returns

Vector of initial parameter values.