I am applying a hidden markov model on joint multivariate gaussian distribution for 2 vectors. I am using the depmixS4 package in R.
Specifically, I am using the following code: mod<-depmix(list(response = mom ~ mkt + p0 + p1, mkt~1), data = regvar, nstates = 2, family = list(gaussian(), gaussian()),instart = delta, trstart=Pi) It seems that depmixS4 doesnt output the covariance estimates of the parameters. What is the best package to obtain them? -- View this message in context: http://r.789695.n4.nabble.com/covariance-matrix-of-model-parameters-tp3928558p3928558.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
