forwardbackward {depmixS4}R Documentation

Forward and backward variables

Description

Compute the forward and backward variables of a depmix object.

Usage


	## S4 method for signature 'depmix':
        forwardbackward(object, return.all=TRUE, ...)

Arguments

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.

Value

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.

Author(s)

Maarten Speekenbrink & Ingmar Visser

References

Lawrence R. Rabiner (1989). A tutorial on hidden Markov models and selected applications in speech recognition. Proceedings of IEEE, 77-2, p. 267-295.

Examples

        # add some later

[Package depmixS4 version 0.2-1 Index]