hmm-obs {stochmod}R Documentation

Hidden Markov Models

Description

Computes observation probabilities

Usage

HMM.obs( x, hmm )

Arguments

x [N x p] matrix of N samples in p dimensions
hmm An HMM

Details

Computes observation probability for each (sample, state) pair

Value

B [N x K] matrix of probabilities
outliers indices of points that had zero probability for all states

Author(s)

Artem Sokolov Artem.Sokolov@gmail.com


[Package stochmod version 1.2 Index]