Description Usage Arguments Value See Also Examples
Returns the minus logarithm of the likelihood given a model and a set of observations.
A slightly modified version of the forward algorithm is used to compute the likelihood, to avoid store unneeded data. The sign is changed because it is usual to minimize instead maximize.
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x |
A HMM model. |
e |
A vector with the observed events. It admits missing values. |
The minus logarithm of the likelihood of the events given the model.
fit, HMM, initparams
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