Description Fields Methods See Also
StatMixHMMR contains all the statistics associated to a MixHMMR model, in particular the E-Step of the EM algorithm.
tau_ik
Matrix of size (n, K) giving the posterior probabilities that the curve y_{i} originates from the k-th HMMR model.
gamma_ikjr
Array of size (nm, R, K) giving the posterior probabilities that the observation y_{ij} originates from the r-th regime of the k-th HMM model.
loglik
Numeric. Log-likelihood of the MixHMMR model.
stored_loglik
Numeric vector. Stored values of the log-likelihood at each iteration of the EM algorithm.
klas
Row matrix of the labels issued from tau_ik
. Its elements are
klas[i] = z_i, i = 1,…,n.
z_ik
Hard segmentation logical matrix of dimension (n, K) obtained by the Maximum a posteriori (MAP) rule: z_ik = 1 if z_i = arg max_k P(z_{ik} = 1 | y_{i}; Ψ) = tau_ik; 0 otherwise.
smoothed
Matrix of size (m, K) giving the smoothed time series.
The smoothed time series are computed by combining the polynomial
regression components with both the estimated posterior regime
probabilities gamma_ikjr
and the corresponding estimated posterior
cluster probability tau_ik
. The k-th column gives the estimated mean
series of cluster k.
BIC
Numeric. Value of BIC (Bayesian Information Criterion).
AIC
Numeric. Value of AIC (Akaike Information Criterion).
ICL1
Numeric. Value of ICL (Integrated Completed Likelihood Criterion).
log_alpha_k_fyi
Private. Only defined for calculations.
exp_num_trans
Private. Only defined for calculations.
exp_num_trans_from_l
Private. Only defined for calculations.
computeStats(paramMixHMMR)
Method used in the EM algorithm to compute statistics based on
parameters provided by the object paramMixHMMR
of class
ParamMixHMMR.
EStep(paramMixHMMR)
Method used in the EM algorithm to update statistics based on parameters
provided by the object paramMixHMMR
of class ParamMixHMMR
(prior and posterior probabilities).
MAP()
MAP calculates values of the fields z_ik
and klas
by applying the Maximum A Posteriori Bayes allocation rule.
z_ik = 1 if z_i = arg max_k P(z_{ik} = 1 | y_{i}; Ψ) = tau_ik; 0 otherwise.
ParamMixHMMR
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