viterbi.msm: Calculate the probabilities of underlying states and the most...

In msm: Multi-State Markov and Hidden Markov Models in Continuous Time

Calculate the probabilities of underlying states and the most likely path through them

Description

For a fitted hidden Markov model, or a model with censored state observations, the Viterbi algorithm recursively constructs the path with the highest probability through the underlying states. The probability of each hidden state is also computed for hidden Markov models, using the forward-backward algorithm.

Usage

viterbi.msm(x, normboot = FALSE, newdata = NULL)

Arguments

x	A fitted hidden Markov multi-state model, or a model with censored state observations, as produced by msm
normboot	If TRUE, then before running the algorithm, the maximum likelihood estimates of the model parameters are replaced by an alternative set of parameters drawn randomly from the asymptotic multivariate normal distribution of the MLEs.
newdata	An optional data frame containing observations on which to construct the Viterbi path and forward-backward probabilities. It must be in the same format as the data frame used to fit x. If NULL, the data frame used to fit x is used.

Value

A data frame with columns:

subject = subject identification numbers

time = times of observations

observed = corresponding observed states

fitted = corresponding fitted states found by Viterbi recursion. If the model is not a hidden Markov model and there are no censored state observations, this is just the observed states.

For hidden Markov models, an additional matrix pstate is also returned inside the data frame, giving the probability of each hidden state at each point, conditionally on all the data. This is computed by the forward/backward algorithm.

Author(s)

C. H. Jackson [e-mail]

References

Durbin, R., Eddy, S., Krogh, A. and Mitchison, G. Biological sequence analysis, Cambridge University Press, 1998.

See Also

msm

msm documentation built on Nov. 24, 2023, 1:06 a.m.