forward: Forward Algorithm (forward)

In jcpetkovich/rspatiotemp:

Description

Forward algorithm for hidden markov models.

Usage

forward(transProb, emisProb, initProb, dataO, dataH, indexH)

Arguments

transProb	A matrix containing the transition probabilites from the hidden markov model
emisProb	A matrix containing the emission probabilities from the hidden markov model
initProb	A matrix containing the initial probabilities from the hidden markov model
dataO	A vector containing the observed sequence of data
dataH	A single symbol of the hidden data
indexH	The index at which the single symbol of hidden data above is located in it's original sequence

Value

A double(real) value. The probability that the hidden symbol is at 'indexH' given the observed sequence and probabilitiy matrices

jcpetkovich/rspatiotemp documentation built on May 18, 2019, 10:26 p.m.