predict.hmm {mhsmm} | R Documentation |
Predicts the underlying state sequence for an observed sequence x
given a hmm
model
## S3 method for class 'hmm': predict(object, x, ...)
object |
An object of class hmm |
x |
A vector or data.frame of observations |
... |
further arguments passed to or from other methods. |
This technique applies the Viterbi algorithm for HMMs, producing the most likely sequence of states given the observed data.
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 |
Jared O'Connell
Rabiner, L. (1989), A tutorial on hidden Markov models and selected applications in speech recognition, Proceedings of the IEEE, 77, 257-286.
hmm
##See examples in 'hmm'