2013-03-06 50 views
1

我試圖複製表在書中HMM提取最佳參數:單變量數據

enter image description here

具體來說,K = 2的模式。

我使用的代碼:

dat<-as.data.frame(c(13, 8, 23, 22, 18, 15, 14, 11, 24, 18, 14, 16, 8, 14, 27, 15, 10, 13, 10, 23, 41, 20, 15, 15, 16, 18, 31, 15, 8, 16, 26, 17, 27, 22, 15, 11, 32, 19, 35, 19, 6, 11, 27, 20, 26, 16, 11, 18, 22, 28, 30, 8, 32, 19, 36, 27, 7, 36, 13, 39, 29, 18, 24, 26, 21, 23, 16, 22, 13, 17, 20, 13, 23, 14, 22, 16, 12, 22, 22, 17, 21, 13, 18, 24, 19, 21, 20, 25, 21, 15, 25, 15, 21, 22, 34, 16, 16, 21, 26, 10, 18, 12, 14, 21, 15, 15, 18)) 
colnames(dat)<-"x" 

x2 <- flexmix(x~1, data=dat, k=2,model=FLXMRglm(formula=x~1,family="poisson")) 
summary(x2) 

檢查先驗和日誌LIK它出現的語法是做我想要的東西:)。我的問題是如何提取組件意味着lambda(15.777和26.840以上)?我不相信它們只是每個集羣中數據的平均值。

回答

4
exp(parameters(x2)) 

您可以使用parameters的係數,但模型默認解壓到使用日誌鏈接功能,所以你需要使用exp轉換回原來的規模。