A diagnostic function that tests the reliability of estimation procedures given the inferred transition rates
Arguments
- N
(numeric) number of simulations
- res
(mcmc_hmm_*) simulated MCMC HMM model
- plot
(logical) plot confusion matrix. By default
TRUE
Details
First the data is simulated given the inferred model parameters and transition
rates. Then posterior probabilities are calculated and states are inferred.
Finally, the inferred states and simulated states are compared via
confusion_matrix
function.
Examples
if (interactive()) {
res <- conf_mat(100, example_hmm_mcmc_normal, plot = TRUE)
}