viterbi: Global state prediction using Viterbi's algorithm

In asbjornholk/HiddenStateModels: Fit or Create Hidden State Models

Description

A function for global decoding of HMM's. Not expected to be called by user. Called by the general HMM function.

Usage

viterbi(obs, delta, Gamma, p)

Arguments

obs	Observations.
delta	m-dimensional vector. Initial distribution of Markov chain
Gamma	m x m matrix. Transition probs for Markov chain
p	Function returning the evaluated density given the state.

Value

List of most likely states and decoding probabilities.

asbjornholk/HiddenStateModels documentation built on Jan. 9, 2022, 12:02 a.m.