Reposted by Jan-Ole Fischer
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Inference on state occupancy in covariate-driven hidden Markov models🐢 🌏️ 🧪
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Inference on state occupancy in covariate-driven hidden Markov models
Jan-Ole Fischer
@olemole.bsky.social
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PhD student in Statistics at Bielefeld University interested in doubly stochastic processes and their application to ecology 🦈, sports 🏈 and finance 📈 Website: janolefi.github.io GitHub: github.com/janolefi
![Example
With a matrix
> x <- matrix(rnorm(20 * 500), nrow = 20, ncol = 500)
it is many times faster to calculate medians column by column using
> mu <- matrixStats::colMedians(x)
than using
> mu <- apply(x, MARGIN = 2, FUN = median)
Moreover, if performing calculations on a subset of rows and/or columns, using
> mu <- colMedians(x, rows = 33:158, cols = 1001:3000)
is much faster and more memory efficient than
> mu <- apply(x[33:158, 1001:3000], MARGIN = 2, FUN = median)](https://cdn.bsky.app/img/feed_thumbnail/plain/did:plc:z4cp3uwgxiioi7uaxn2boq47/bafkreia5r4zydpx435mcoo4gbd2halv3uhaqw4pywcpwkwtrjla4tyjvoq)
