forwardbackward: Forward-Backward Function

In hmmhdd: Hidden Markov Models for High Dimensional Data

Description

This function allows you to perform the forward-backward algorithm for a Hidden Markov Model

Usage

forwardbackward(nStates, nu, A, B, bT)

Arguments

nStates	an integer representing the number of state of the Hidden Markov Model.
nu	a vector of the initial probabilities.
A	the transition matrix.
B	a matrix containing the values of the emission probabilities
bT	the vector of the beginning times for the statistical units

Value

The function returns a numeric value indicating the distance between the two curves.

References

Rabiner, L. R. (1989). A tutorial on hidden Markov models and selected applications in speech recognition. Proceedings of the IEEE, 77(2), 257-286.

hmmhdd documentation built on Sept. 4, 2019, 5:03 p.m.