exact_inference_backwards: Performs exact inference smoothing with the GDBN over a...

In dbnR: Dynamic Bayesian Network Learning and Inference

Performs exact inference smoothing with the GDBN over a dataset

Description

Given a bn.fit object, the size of the net and a dataset, performs exact smoothing over the initial evidence taken from the dataset. Take notice that the smoothing is done backwards in time, as opposed to forecasting.

Usage

exact_inference_backwards(dt, fit, obj_vars, ini, len, prov_ev)

Arguments

dt	data.table object with the TS data
fit	bn.fit object
obj_vars	variables to be predicted. Should be in the oldest time step
ini	starting point in the dataset to smooth
len	length of the smoothing
prov_ev	variables to be provided as evidence in each forecasting step. Should be in the oldest time step

Value

a list with the results of the inference backwards

dbnR documentation built on Oct. 5, 2022, 1:07 a.m.