Natural parameters to working parameters (theta->theta.star)

Transform the natural parameters of autoregressive HMMs to their working parameters for optimization (theta -> theta.star). Currently only works for distributions with exactly two parameters.

Usage

starize(theta, N, p, dists, scale_kappa = 1, zero_inf = FALSE)

Arguments

theta

Vector of natural parameters.

N

Number of states of the HMM.

p

Vector of degree of autoregression within the distributions (one value for each state).

dists

Vector of the distributions in the HMM.

scale_kappa

Default 1, Scaling factor for kappa to avoid numerical issues in optimization for large kappa.

zero_inf

Default FALSE, indicates if the gamma distributed variables should incorporate zero-inflation.

Value

Vector of working parameters of the autoregressive HMM.