Description Usage Arguments Details Value Examples
backwardAlg
performs the Backward Algorithm on a single trajecture of observed chain X
1 | backwardAlg(X, trans, u, sig)
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X |
a vector of observed states |
trans |
a matrix of transition probability |
u |
a vector of means of Normal distribution for each state (emission probability) |
sig |
a vector of standard deviations of Normal distribution for each state (emission probability) |
backwardAlg
computes the matrix, beta, where beta[k,t] = P(X[(t+1):T]=x[(t+1):T] | Z[t]=k)
A matrix, beta.
1 2 3 | set.seed(1221)
df <- generateHMM(num=2,n=10)
backwardAlg(df$X[,1], df$trans, df$u, df$sig)
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