From Btry4790
[Problem 1:
Viterbi path with z=1:
index start stop
[1,] 14 75
[2,] 106 141
[3,] 185 195
[4,] 222 226
[5,] 303 316
[6,] 347 375
[7,] 420 442
[8,] 454 479
[9,] 572 610
[10,] 649 663
[11,] 684 694
[12,] 709 728
[13,] 749 812
[14,] 885 897
[15,] 902 922
[16,] 947 1000
Problem 2:
see attached
Problem 3:
see attached
lambda
0.9497487
mu0
-0.6108468 -0.6883153
mu1
0.5345843 0.4400449
sigma0
0.5262309 0.4528901
0.4528901 1.0510932
sigma1
0.7194989 0.1265919
0.1265919 0.2571857
Problem 4:
see attached
lambda (with fixed parameters from question 3)
init estimate
0.001 0.9552628
0.25 0.9553155
0.65 0.955164
lambda (with fixed parameters from question 1)
0.001 0.9594294
0.25 0.9594421
0.95 0.9594467
extra credit
lambda
0.9603218
mu0
-0.5021184 -0.5168662
mu1
0.4639936 0.5031449
sigma0
0.5622122 0.486025
0.4860250 1.061289
sigma1
0.6913180 0.1481361
0.1481361 0.3171098