hsmm2hmm function

Compute transition matrix for HMM from HSMM

Computes expanded transition matrix for HMM from aggregated state transition matrix and dwell time distributions.

hsmm2hmm(omega, dm, eps = 1e-10)

Arguments

• omega: transition matrix for aggregated states
• dm: list of dwell time distribution vectors; each list element is vector of dwell time probabilities in order of aggregated states
• eps: epsilon value for setting small probabilities to 0; anything less than eps is set to exactly 0.

Returns

transition matrix for hmm to approximate hsmm

Author(s)

Walter Zucchini