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This repository has been archived by the owner on Jun 14, 2023. It is now read-only.
Thank you for this very nice package. I am just learning HMM and I would like to know if is it possible to estimate a HMM with 2 hidden states for 3 observations like this:
functionrand(rng::AbstractRNG, hmm::AbstractHMM{Multivariate}, z::AbstractVector{<:Integer})
y =Matrix{Float64}(undef, length(z), size(hmm, 1))
for t ineachindex(
y[t,:] =rand(rng, hmm.B[z[t]])
end
y
end
to y = Matrix{Float64}(undef, length(z), size(hmm, 2))
I tested here and it seems to be working. If that is ok with you I can open a PR with the fix and also add a new test for that.
Hello,
Thank you for this very nice package. I am just learning HMM and I would like to know if is it possible to estimate a HMM with 2 hidden states for 3 observations like this:
I tried it but it gives an error of dimension mismatch:
ERROR: DimensionMismatch("tried to assign 3-element array to 1×2 destination")
Am I doing something wrong here?
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