classify_zstar: Assign the hidden states to the most likely path (_zstar_).

In luisdamiano/BayesHMM: Full Bayesian Inference for Hidden Markov Models

Description

This is the result of Viterbi algorithm, which considers the joint distribution of the states.

Usage

classify_zstar(fit, reduce = posterior_mode, chain = "all")

Arguments

fit	An object returned by either draw_samples or optimizing.
reduce	An optional function applied to the samples corresponding to one time step t, one hidden state k, and one chain m. The observation at time step t is then assigned to the hidden state with largest value. Note that the user needs to supply a function as an argument, and not a character string with the name of the function. This argument is not used for maximum a posteriori estimates returned by optimizing since there is only one scalar per quantity. It defaults to the posterior_mode function.
chain	Either "all" or any integer number between 1 and the number of chains M. In the latter case, only the samples generated by the selected chain are considered. This argument is not used for maximum a posteriori estimates returned by optimizing since there is only one result. It defaults to "all".

Value

A numeric vector with size equal to the time series length T with values from 1 to the number of hidden states K.

luisdamiano/BayesHMM documentation built on May 20, 2019, 2:59 p.m.