dishonestCasino: Example application for Hidden Markov Models

Description Usage Format Value Author(s) References Examples

View source: R/HMM.r

Description

The dishonest casino gives an example for the application of Hidden Markov Models. This example is taken from Durbin et. al. 1999: A dishonest casino uses two dice, one of them is fair the other is loaded. The probabilities of the fair die are (1/6,...,1/6) for throwing ("1",...,"6"). The probabilities of the loaded die are (1/10,...,1/10,1/2) for throwing ("1",..."5","6"). The observer doesn't know which die is actually taken (the state is hidden), but the sequence of throws (observations) can be used to infer which die (state) was used.

Usage

1

Format

The function dishonestCasino has no arguments.

Value

The function dishonestCasino returns nothing.

Author(s)

Lin Himmelmann <[email protected]>, Scientific Software Development

References

Richard Durbin, Sean R. Eddy, Anders Krogh, Graeme Mitchison (1999). Biological Sequence Analysis: Probabilistic Models of Proteins and Nucleic Acids. Cambridge University Press. ISBN 0-521-62971-3.

Examples

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# Dishonest casino example
dishonestCasino()

Example output

Plot simulated throws:

Simulated, which die was used:

Most probable path (viterbi):

Differences:

Posterior-probability:

Difference with classification by posterior-probability:

Difference with classification by posterior-probability > .95:

HMM documentation built on May 29, 2017, 11:45 a.m.

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