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Full Bayesian Inference for Hidden Markov Models

License: GNU General Public License v3.0

R 98.22% Stan 1.78%
hidden-markov-models hmm bayesian-inference statistics mcmc machine-learning time-series statistical-learning priors bayesian

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bayeshmm's Issues

BayesHMM for panel data

First of all: great package!

I have been looking at how the BayesHMM package would support panel data but so far I am stuck. I was wondering if you could help me out.

Recall: contrary to a time-series dataset with just a time-dimension, panel data includes both the time-dimension and an observational dimension. A typical example of panel data is following N customers over T time periods.

Thank you in advance.

Seed in optimizing function

I get the following error when running the example hmm-univariate-gaussian.R:

> myOpt   <- optimizing(mySpec, myModel, y = y, nRun = 50, nCores = 10, seed = 9000)
Error in (function (file, model_name = "anon_model", model_code = "",  : 
  unused argument (seed = 9000)

Removing seed = 9000 worked. Is seed still applicable in this function?

An R Session Aborted problem

Every time when I used the sampling function, I got this issue. And I try find the reason and solutions, there hava a comment says is the problem of storage, the original function saves many data each sampling, so the R session crashes, and i try small iter number then there no problem, or set par="" of sampling funciton, means save no parameters. It's that right? Which way should I apply to solve this problems? Thanks.

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