Description Usage Arguments Value Author(s) References Examples
Compute the forward and backward variables of a depmix
object.
1 2 | ## S4 method for signature 'mix'
forwardbackward(object, return.all=TRUE, useC=TRUE, ...)
|
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. |
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 |
If return.all=FALSE, only gamma, xi and the log likelihood are returned.
Maarten Speekenbrink & Ingmar Visser
Lawrence R. Rabiner (1989). A tutorial on hidden Markov models and selected applications in speech recognition. Proceedings of IEEE, 77-2, p. 267-295.
1 | # add some later
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