predict.hmm {mhsmm}R Documentation

Prediction function for hmm

Description

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

Usage

## S3 method for class 'hmm':
predict(object, x, ...)

Arguments

object An object of class hmm
x A vector or data.frame of observations
... further arguments passed to or from other methods.

Details

This technique applies the Viterbi algorithm for HMMs, 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

Rabiner, L. (1989), A tutorial on hidden Markov models and selected applications in speech recognition, Proceedings of the IEEE, 77, 257-286.

See Also

hmm

Examples

##See examples in 'hmm'

[Package mhsmm version 0.1.0 Index]