forwardbackward: Forward and backward variables

In koooee/depmixS4: Dependent Mixture Models - Hidden Markov Models of GLMs and Other Distributions in S4

Description

Compute the forward and backward variables of a depmix object.

Usage

	## S4 method for signature 'mix'
forwardbackward(object, return.all=TRUE, useC=TRUE, ...)

Arguments

object	A depmix object.
return.all	If FALSE, only gamma and xi and the log likelihood are returned (which are the only variables needed in using EM).
useC	Flag used to set whether the C-code is used to compute the forward, backward, gamma and xi variables or not; the R-code is basically obsolete (but retained for now for debugging purposes).
...	Not currently used.

Value

forwardbackward returns a list of the following (the variables are named after the notation from Rabiner, 1989):

alpha	The forward variables.
beta	The backward variables.
gamma	The smoothed transition probabilities.
xi	The smoothed state probabilities.
sca	The scale factors (called lambda in Rabiner, 1989).
logLike	The log likelihood (computed as sum(log(sca)).

If return.all=FALSE, only gamma, xi and the log likelihood are returned.

Author(s)

Maarten Speekenbrink & Ingmar Visser

References

Lawrence R. Rabiner (1989). A tutorial on hidden Markov models and selected applications in speech recognition. Proceedings of IEEE, 77-2, p. 267-295.

Examples

	# add some later

koooee/depmixS4 documentation built on May 20, 2019, 1:07 p.m.