hmm_casino_forwardbackward: HMM parameter estimation using forward and backward...

View source: R/hmm_casino_forwardbackward.R

hmm_casino_forwardbackwardR Documentation

HMM parameter estimation using forward and backward subsitution

Description

HMM parameter estimation using forward and backward subsitution

Usage

hmm_casino_forwardbackward(P, E, v, y)

Arguments

P

transition probabilities

E

emission probabilities

v

initial distribution

y

observations

Value

forward and backward probs, and hidden state marginal probs


pderdeyn/Stats230pieter documentation built on March 21, 2022, 6:32 a.m.