viterbi: Viterbi algorithm

In RHmm: Hidden Markov Models Simulations and Estimations

Viterbi algorithm

Description

This function calculates the optimal hidden states sequence using Viterbi's algorithm.

Usage

viterbi(HMM, obs)

Arguments

HMM	a HMMClass or a HMMFitClass object.
obs	The vector, matrix, data frame, list of vectors or list of matrices of observations.

Value

a viterbiClass object which is a list with:

States	Sequence of hidden states in 1...nStates
logViterbiScore	logarithm of the Viterbi's Score.
logProbSeq	logarithm of probability of having the sequence of states conditionally to having the observations.

References

Among hundreds of tutorials, you can have a look to use
Phil Blunsom (2004) Hidden Markov Models. http://www.cs.mu.oz.au/460/2004/materials/hmm-tutorial.pdf

See Also

HMMSet, HMMFit

Examples

 data(n1d_3s)
 ResFit <- HMMFit(obs_n1d_3s, nStates=3)
 VitPath <- viterbi(ResFit, obs_n1d_3s)

RHmm documentation built on Nov. 30, 2023, 7:22 p.m.