simulate_observations function

Simulate state-dependent observations

This function simulates state-dependent observations.

simulate_observations(
  markov_chain,
  sdd,
  mu,
  sigma = NULL,
  df = NULL,
  seed = NULL,
  total_length = length(markov_chain)
)

Arguments

• markov_chain: A numeric vector of states of a Markov chain.
• sdd: A character, the name of the state-dependent distribution.
• mu: A numeric vector of expected values.
• sigma: A numeric vector of standard deviations (if any).
• df: A numeric vector of degrees of freedom (if any).
• seed: Sets a seed for the observation sampling.
• total_length: An integer, the total length of the output vector. Must be greater or equal than length(markov_chain).

Returns

A numeric vector of length total_length, where the first length(markov_chain) elements are numeric values and the last total_length - length(markov_chain) elements are NA_real_.