Viterbi algorithm for state decoding in homogeneous HMMs

The Viterbi algorithm allows one to decode the most probable state sequence of an HMM.

Usage

viterbi(delta, Gamma, allprobs, trackID = NULL)

Arguments

delta

initial 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 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 k track IDs, if multiple tracks need to be decoded separately

Value

vector of decoded states of length n

See also

Other decoding functions: stateprobs(), stateprobs_g(), stateprobs_p(), viterbi_g(), viterbi_p()

Examples

delta = c(0.5, 0.5)
Gamma = matrix(c(0.9, 0.1, 0.2, 0.8), nrow = 2, byrow = TRUE)
allprobs = matrix(runif(200), nrow = 100, ncol = 2)
states = viterbi(delta, Gamma, allprobs)