Calculate conditional local state probabilities for homogeneous HMMs
stateprobs.Rd
Computes $$\Pr(S_t = j \mid X_1, ..., X_T)$$ for homogeneous HMMs
Arguments
- delta
initial or stationary distribution of length N, or matrix of dimension c(k,N) for k independent tracks, if
trackID
is provided- Gamma
transition probability matrix of dimension c(N,N), or array of k transition probability matrices of dimension c(N,N,k), if
trackID
is provided- allprobs
matrix of state-dependent probabilities/ density values of dimension c(n, N)
- trackID
optional vector of length n containing IDs
If provided, the total log-likelihood will be the sum of each track's likelihood contribution. In this case,
Gamma
can be a matrix, leading to the same transition probabilities for each track, or an array of dimension c(N,N,k), with one (homogeneous) transition probability matrix for each track. Furthermore, instead of a single vectordelta
corresponding to the initial distribution, adelta
matrix of initial distributions, of dimension c(k,N), can be provided, such that each track starts with it's own initial distribution.
See also
Other decoding functions:
stateprobs_g()
,
stateprobs_p()
,
viterbi()
,
viterbi_g()
,
viterbi_p()
Examples
Gamma = tpm(c(-1,-2))
delta = stationary(Gamma)
allprobs = matrix(runif(200), nrow = 100, ncol = 2)
probs = stateprobs(delta, Gamma, allprobs)