Estimate conditional/marginal state probabilities
Description
Estimates P(S = s_k; \mathbf{W}), k = 1, …, K, the probability of being in state s_k using the weight matrix \mathbf{W}.
These probabilites can be marginal (P(S = s_k;
\mathbf{W})) or conditional (P(S = s_k \mid
\ell^{}, \ell^{+}; \mathbf{W})), depending on the
provided information (pdfs$PLC
and
pdfs$FLC
).
If both are
NULL
thenestimate_state_probs
returns a vector of length K with marginal probabilities.If either of them is not
NULL
then it returns an N \times K matrix, where row i is the probability mass function of PLC i being in state s_k, k = 1, …, K.
Usage
1 2 
Arguments
weight.matrix 
N \times K weight matrix 
states 
vector of length N with entry i being the label k = 1, …, K of PLC i 
pdfs 
a list with estimated pdfs for PLC and/or FLC evaluated at each PLC, i=1, …, N and/or FLC, i=1, …, N 
num.states 
number of states in total. If

Value
A vector of length K or a N \times K matrix.
Examples
1 2 3  WW < matrix(runif(10000), ncol = 10)
WW < normalize(WW)
estimate_state_probs(WW)
