weissData function

Data from An Introduction to Discrete-Valued Time Series

Data sets from the book An Introduction to Discrete-Valued Time Series by Christian H. . UTF-8

data

data(Bovine)
    data(Cryptosporidiosis)
    data(Downloads)
    data(EricssonB_Jul2)
    data(FattyLiver)
    data(FattyLiver2)
    data(goldparticle380)
    data(Hanta)
    data(InfantEEGsleepstates)
    data(IPs)
    data(LegionnairesDisease)
    data(OffshoreRigcountsAlaska)
    data(PriceStability)
    data(Strikes)
    data(WoodPeweeSong)

Format

• Bovine

  A character vector of length 8419.

• Cryptosporidiosis

  A numeric (integer) vector of length 365.

• Downloads

  A numeric (integer) vector of length 267.

• EricssonB_Jul2

  A numeric (integer) vector of length 460.

• FattyLiver2

  A numeric (integer) vector of length 449.

• FattyLiver

  A numeric (integer) vector of length 928.

• goldparticle380

  A numeric (integer) vector of length 380.

• Hanta

  A numeric (integer) vector of length 52.

• InfantEEGsleepstates

  A character vector of length 107.

• IPs

  A numeric (integer) vector of length 241.

• LegionnairesDisease

  A numeric (integer) vector of length 365.

• OffshoreRigcountsAlaska

  A numeric (integer) vector of length 417.

• PriceStability

  A numeric (integer) vector of length 152.

• Strikes

  A numeric (integer) vector of length 108.

• WoodPeweeSong

  A numeric (integer) vector of length 1327.

Details

For detailed information about each of these data sets, see the book cited in the References .

Note that the data sets Cryptosporidiosis

and LegionnairesDisease are actually called

Cryptosporidiosis_02-08 and LegionnairesDisease_02-08 in the given reference. The

suffixes were removed since the minus sign causes problems in a variable name in R.

Source

These data sets were kindly provided by Prof. Christian H. . The package author is also pleased to acknowledge the kind permission granted by Prof. Kurt (Professor Emeritus of Economics at University) to include the Ericsson time series data set (EricssonB_Jul2).

References

Christian H. (2018). An Introduction to Discrete-Valued Time Series. Chichester: John Wiley & Sons.

Examples

## Not run:

fit1 <- hmm(WoodPeweeSong,K=2,verbose=TRUE)
# EM converges in 6 steps --- suspicious.
set.seed(321)
fit2 <- hmm(WoodPeweeSong,K=2,verbose=TRUE,rand.start=list(tpm=TRUE,Rho=TRUE))
# 52 steps --- note the huge difference between fit1$log.like and fit2$log.like!
set.seed(321)
fit3 <- hmm(WoodPeweeSong,K=2,verbose=TRUE,method="bf",
            rand.start=list(tpm=TRUE,Rho=TRUE))
# log likelihood essentially the same as for fit2
## End(Not run)