forward_backward: Forward and Backward Probabilities for Hidden Markov Model

In seqHMM: Mixture Hidden Markov Models for Social Sequence Data and Other Multivariate, Multichannel Categorical Time Series

Forward and Backward Probabilities for Hidden Markov Model

Description

The forward_backward function computes forward and backward probabilities of a hidden Markov model.

Usage

forward_backward(model, ...)

## S3 method for class 'hmm'
forward_backward(model, forward_only = FALSE, ...)

## S3 method for class 'mhmm'
forward_backward(model, forward_only = FALSE, ...)

## S3 method for class 'nhmm'
forward_backward(model, forward_only = FALSE, ...)

## S3 method for class 'mnhmm'
forward_backward(model, forward_only = FALSE, ...)

Arguments

model	A hidden Markov model.
...	Ignored.
forward_only	If TRUE, only forward probabilities are computed. The default is FALSE.

Value

A data.frame with log-values of forward and backward probabilities.

Examples

# Load a pre-defined MHMM
data("mhmm_biofam")

# Compute forward and backward probabilities
fb <- forward_backward(mhmm_biofam)

head(fb)

seqHMM documentation built on June 8, 2025, 10:16 a.m.