R_HMMLikelihood: Hidden Markov Model Functions

View source: R/RHMMLikelihood.r

R_HMMLikelihoodR Documentation

Hidden Markov Model Functions

Description

R implementation of HMMs described in processed report except function HMMLikelihood renamed to R_HMMLikelihood and changed to compute values for all capture histories and return lnl, alpha, phi, v, dmat, and gamma values. loglikelihood is called with a fitted hmm model and then computes the gamma,dmat and delta matrices and calls R_HMMLikelihood function. These are not used by the fitting code.

Usage

R_HMMLikelihood(x,first,m,T,dmat,gamma,delta)
       loglikelihood(object,ddl=NULL)

Arguments

x

single observed sequence (capture history)

first

occasion to initiate likelihood calculation for sequence

m

number of states

T

number of occasions; sequence length

dmat

observation probability matrices

gamma

transition matrices

delta

initial distribution

object

fitted hmm model

ddl

design data list; will be computed if NULL

Value

both return log-likelihood, alpha, v and phi arrays

Author(s)

Jeff Laake

References

Zucchini, W. and I.L. MacDonald. 2009. Hidden Markov Models for Time Series: An Introduction using R. Chapman and Hall, Boca Raton, FL. 275p. See page 45.


marked documentation built on Oct. 19, 2023, 5:06 p.m.