Viewing the state PDF's

To view the HMM PDF's, execute the command
This produces the three state PDF plots as shown in Figure 13.22. The last two arguments are the indexes of the two dimensions to be viewed. Since there are only two dimensions, the only choice is 1,2 (See a description of software/gmix_view2.m in Section 13.2). Look at the figure and try to figure out which PDF corresponds to state 1, 2, and 3. If a bad starting point was used, it may not have worked.
Figure 13.22: PDF plots of the three state PDF's after convergence. Aside from some minor outlier modes, the PDF estimates correctly approximate the true PDF's. It is easy to see which PDF corresponds to which state of the simulated HMM.
\includegraphics[width=2.1in,height=2.1in, clip]{cor1pdf.eps} \includegraphics[width=2.1in,height=2.1in, clip]{cor2pdf.eps} \includegraphics[width=2.1in,height=2.1in, clip]{cor3pdf.eps}

Baggenstoss 2017-05-19