In fHMM, four types of model parameters are estimated:
non-diagonal elements (column-wise) gammas
of transition probability matrices Gamma
,
expected values mus
,
standard deviations sigmas
,
degrees of freedom dfs
.
All of these parameters have to fulfill constraints. Constrained parameters get the suffix Con
, unconstrained parameters the suffix Uncon
. Fine-scale parameters additionally get the suffix _star
. Internally, collections of model parameters are processed using the following structures:
thetaFull
: A named list of all unconstrained model parameters.
thetaUncon
: A vector of all unconstrained model parameters to be estimated (in the above order).
thetaCon
: Constrained elements of thetaUncon
.
thetaUnconSplit
: Splitted thetaUncon
by fine-scale models.
thetaListOrdered
: thetaList
in ordered form with respect to estimated expected values.
The package fHMM provides functions to transform these structures. Their names follow the logic x2y
, where x
and y
are two structures.