Description Usage Arguments Details Value Source Examples
Genereates the optimal MMSE estimate of the state of a Partially-Observed Boolean Dynamical System by implementing a Boolean Kalman Smoother to batch data
1 | BKS(Y, net, p, obsModel)
|
Y |
Time series of noisy observations of the Boolean regulatory network. |
net |
A Boolean Network object (specified in BoolNet vernacular) that the time series of observations presented in |
p |
Intensity of Bernoulli process noise |
obsModel |
Parameters for the chosen observation model. |
In the event that a sequence of measurements is available offline, the BKS can be used for computation of the optimal MMSE of smoothed trajectory.
The Boolean Kalman Smoother algorithm can handle various observation models, including Bernoulli, Gaussian, Poisson, and Negative-Binomial, based on the input to the obsModel
parameter.
The obsModel parameter is defined the same as the Boolean Kalman Filter
and simulateNetwork
functions, reference the documentation for BKF or simulateNetwork for details.
Xhat |
Estimate of the sate of the Partially-Observed Boolean Dynamical System based on the BKS algorithm |
MSE |
Mean Squared Error of the estimate returned by the BKS algorithm for each time instance |
Imani, M., & Braga-Neto, U. (2015, December). Optimal state estimation for boolean dynamical systems using a boolean Kalman smoother. In 2015 IEEE Global Conference on Signal and Information Processing (GlobalSIP) (pp. 972-976). IEEE.
1 2 3 4 5 6 7 8 9 | data(p53net_DNAdsb0)
obsModel = list(type = 'Bernoulli', q = 0.02)
#Simulate a network with Bernoulli observation noise
data <- simulateNetwork(p53net_DNAdsb0, n.data = 100, p = 0.02, obsModel)
#Derive the optimal estimate of state of the network using the BKS algorithm
Results <- BKS(data$Y, p53net_DNAdsb0, p = 0.02, obsModel)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.