Function that uses backward recursion to compute posterior probabilities (internal funtion).
prob_post_cov(S, yv, Psi, Piv, PI, Phi, L, pv, der = FALSE, fort = TRUE,
dlPhi = NULL, dlPiv = NULL, dlPI = NULL, dlL = NULL, dlL2 = NULL, dlpv = NULL)
matrix of distinct response configurations
corresponding vector of frequencies
conditional response probabilities
initial probability matrix
transition probability matrices
matrix of the conditional probabilities of the observed response configurations
matrix of the forward probabilities
vector of marginal probabilities
to compute derivatives
to use fortran routine when possible
matrix of derivatives of the log-conditional probabilities of the observed response configurations
matrix of derivatives of the logarithm of the intial probabilities
matrix of derivatives of the logarithm of the transition probabilities
matrix of derivatives of the log-forward probabilities
matrix of second derivatives of the log-forward probabilities
matrix of derivatives of the log-marginal probabilities
array containing the posterior distribution of the latent states for each response configuration and each pair of consecutive time occasions
array containing the posterior distribution of the latent states for each response configuration and time occasion
matrix of derivatives of the logarithm of U
matrix of derivatives of the logarithm of V