posterior_inference: Posterior inference based on HMM estimates.

In ananjysong/HMMdmdv: Hidden Markov Model for Bayesian inference of large-scale mean and variance testing

Description

Make posterior inference based on HMM estimates.

Usage

posterior_inference(alpha, beta, Z = NULL, train = TRUE)

Arguments

alpha	The forward probabilities.
beta	The backward probabilities.
Z	The true hidden states.
train	Default: True. Training mode with known true hidden states.

Value

A list of state inference and accuracy measure if in training setting. State inference if in testing setting (i.e. true hidden states are unknown).

ananjysong/HMMdmdv documentation built on May 13, 2019, 5:33 p.m.