CMAPSS | CMAPSS data set |
cov.mix.wt | weighted covariance |
dmixmvnorm | pdf of the mixture of multivariate normals for hhsmm |
hhsmmdata | convert to hhsmm data |
hhsmmfit | hhsmm model fit |
hhsmmspec | hhsmm specification |
homogeneity | Computing maximum homogeneity of two state sequences |
initialize_model | initialize the hhsmmspec model |
initial_cluster | initial clustering of the data set |
initial_estimate | initial estimation of the model parameters |
ltr_clus | left to right clustering |
make_model | make a hhsmmspec model |
mixmvnorm_mstep | the M step function of the EM algorithm |
predict.hhsmm | prediction of state sequence for hhsmm |
predict.hhsmmspec | prediction of state sequence for hhsmm |
rmixmvnorm | Random data generation from the mixture of multivariate normals for hhsmm model |
simulate.hhsmmspec | Simulation of data from hhsmm model |
train_test_split | Splitting the data sets to train and test |