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STAT542 - HW3- Solved

Coding Assignment 

1.    (Bonus Credit: 2pt) Write your own functions to use LOO-CV and GCV to select the optimal span for loess. Check [Coding3 BonusCredit.html] on Piazza.

•    Test your code on data set Coding3  Bonus Data.csv, which can be downloaded from Piazza.

•    Report your CV and GCV for 15 span values: 0.20, 0.25, ..., 0.90.



Assignment 3  Bonus xxxx  netID.., where “xxxx” is the last 4-dig of your University ID.

For example, the submission for Max Y. Chen with UID 672757127 and netID mychen12 would be named

Assignment 3  Bonus 7127  mychen12 MaxChen.R.

You can add whatever characters after your netID.

•    Name the PDF file (submitted along with your code) similarly, starting with

AssignmentOutput 3 Bonus  xxxx netID...pdf,

where “xxxx” is the last 4-dig of your University ID. You do not need to worry about the name of the Markdown file generated by your code.

2.    (3pt) Implement the Baum-Welch algorithm and the Viterbi algorithm for a hidden Markov model (HMM) with Two hidden states (A or B) and whose outcome is a discrete random variable taking Three unique values. Check [Coding3 HMM.html] on Piazza.

•    Test your code on data set Coding3  HMM Data.csv, which can be downloaded from Piazza, with number of iterations for EM to be 100.

•    Report the output from your Baum-Welch algorithm, and save your output from your Viterbi algorithm.

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