HMMHSMM (version 0.1.0)

globaldecodeHMM: Global Decoding for Hidden Markov Models

Description

Computes the most likely hidden state sequence for a univariate time series using a fitted Hidden Markov Model (HMM) via global decoding (Viterbi-style).

Usage

globaldecodeHMM(x, HMM, obsdist)

Value

states

Numeric vector. The most likely hidden state at each observation, computed via global decoding.

Arguments

x

Numeric vector. The observed data sequence.

HMM

A list containing estimated HMM parameters, typically returned by findmleHMM. Must include estimate$Pi and state-dependent observation parameters.

obsdist

Character string. Observation distribution. Supported distributions: "norm", "pois", "weibull", "zip", "nbinom", "zinb", "exp", "gamma", "lnorm", "gev", "ZInormal", "ZIgamma".

Author

Aimee Cody

Details

This function implements global decoding for an HMM using the estimated parameters from a fitted model. It calculates the forward probabilities and recursively determines the most probable sequence of hidden states. Global decoding provides the single most likely state sequence, unlike local decoding which gives the most probable state at each time point independently.

See Also

findmleHMM, for estimating HMM parameters from data. generateHMM, for simulating HMM data. localdecodeHMM, for local decoding of an HMM. globaldecodeHSMM, for global decoding of a hidden semi-Markov model.

Examples

# Example with 3 states, normal observations
J <- 3

# HMM transition matrix
Pi <- matrix(c(0.8, 0.15, 0.05,
               0.1, 0.7, 0.2,
               0.2, 0.3, 0.5), nrow = 3, byrow = TRUE)

# Observation parameters (normal distribution)
obspar <- list(
  mean = c(-2, 0, 3),
  sd = c(0.5, 1, 1.5)
)

# Simulate HMM data
sim_data <- generateHMM(n = 200, J = J, obsdist = "norm", obspar = obspar, Pi = Pi)

# Fit HMM to simulated data
HMM_fit <- findmleHMM(J = J, x = sim_data$x, obsdist = "norm",
                       obspar = obspar, Pi = Pi, EM = FALSE)

# Compute global decoding
decoded_states <- globaldecodeHMM(x = sim_data$x, HMM = HMM_fit, obsdist = "norm")

decoded_states