ULUstateSample function

Hidden State Sampler

Sample hidden states from hidden Markov multilinear model

ULUstateSample(m, s, ZMUt, s2, P, SOS.random)

Arguments

• m: The number of break
• s: Latent state vector
• ZMUt: Z - MU
• s2: error variance
• P: Transition matrix
• SOS.random: single observation state random perturbation

Returns

A list of a state vector, state probabilities, and SOS.random.