nll_Rcpp: Negative log-likelihood evaluation

In PHSMM: Penalised Maximum Likelihood Estimation for Hidden Semi-Markov Models

Description

Evaluation of the negative HMM log-likelihood function based on the forward algorithm, written in C++ (internal function, called by the function npllHSMM).

Usage

nll_Rcpp(allprobs, gamma, delta, T_y)

Arguments

allprobs	matrix containing the state-dependent distribution values for each observation (row) and state (column), respectively.
gamma	transition probability matrix.
delta	initial distribution.
T_y	number of observations.

Value

Returns the negative log-likelihood value.

PHSMM documentation built on Feb. 9, 2021, 5:07 p.m.