predict.hsmm {mhsmm}R Documentation

Prediction for hsmms

Description

Predicts the underlying state sequence for an observed sequence x given a hsmm model

Usage

## S3 method for class 'hsmm':
predict(object, x, method = "viterbi", ...)

Arguments

object An object of type hsmm
x A vector or dataframe of observations
method Only "viterbi" is available at the moment
... further arguments passed to or from other methods.

Details

This technique applies the Viterbi algorithm for HSMMs, producing the most likely sequence of states given the observed data.

Value

Returns a hsmm.data object, suitable for plotting.

x A vector or data.frame of observations
s A vector containing the reconstructed state sequence
N The lengths of each sequence

Author(s)

Jared O'Connell

References

Guedon, Y. (2003), Estimating hidden semi-Markov chains from discrete sequences, Journal of Computational and Graphical Statistics, Volume 12, Number 3, page 604-639 - 2003

See Also

hsmm

Examples

##See 'hsmm' for examples

[Package mhsmm version 0.1.0 Index]