BaumWelch: Baum-Welch algorithm

Description Usage Arguments Value

View source: R/bw.R

Description

Updates transition and emission matrices using forward-backward algorithm

Usage

1
BaumWelch(visible, t.mat, e.mat, initial_distribution, n.iter = 100)

Arguments

visible

Vector of visible observations

t.mat

Transition Matrix

e.mat

Emission matrix

Value

list containing a: transition matrix, b: emission matrix, initial_distribution vector


arr15334/BaumWelch documentation built on Jan. 23, 2022, 1:30 a.m.