Obtain model parameters from a randomly generated HMM

This function obtains model parameters from a randomly generated hidden Markov model

HMM.parm(p, K_st, M)

Arguments

p	number of nodes
K_st	number of hidden states
M	number of emission states

Value

A list containing pInit: a vector of K_st, which gives the marginal probabilities of the first variable; Q: an array of size (p-1, K_st, K_st), which gives the p-1 transition matrices of the hidden Markov chain; pEmit: an array of size (p, M, K_st), which is the emission probability matrix.

References

Sesia M, Sabatti C, Candès EJ (2019). “Gene hunting with hidden Markov model knockoffs.” Biometrika, 106, 1--18. doi: 10.1093/biomet/asy033 .

See also

Other models: Genotypes.parm(), gen.Y()