forwardbackward {depmixS4} | R Documentation |
Compute the forward and backward variables of a depmix
object.
## S4 method for signature 'depmix': forwardbackward(object, return.all=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). |
... |
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). |
logLike |
The log likelihood (which is sum(log(sca)) . |
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.
# add some later