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Working parameters to natural parameters (theta.star->theta)

Source: R/nice_params.R
unstarize.Rd

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

Usage

unstarize(theta.star, N, p, dists, scale_kappa = 1, zero_inf = FALSE)

Arguments

theta.star

Vector of working parameters.

N

Number of states of the HMM.

p

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

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

List of natural parameters of the autoregressive HMM.