## Posterior decoding for standard hidden Markov models
## The dishonest casino example from Durbin et al (1998) chapter 3.2
states <- c("Begin", "Fair", "Loaded")
residues <- paste(1:6)
### Define the transition probability matrix
A <- matrix(c(0, 0, 0, 0.99, 0.95, 0.1, 0.01, 0.05, 0.9), nrow = 3)
dimnames(A) <- list(from = states, to = states)
### Define the emission probability matrix
E <- matrix(c(rep(1/6, 6), rep(1/10, 5), 1/2), nrow = 2, byrow = TRUE)
dimnames(E) <- list(states = states[-1], residues = residues)
### Build and plot the HMM object
x <- structure(list(A = A, E = E), class = "HMM")
plot(x, main = "Dishonest casino HMM")
### Calculate posterior probabilities
data(casino)
casino.post <- posterior(x, casino)
plot(1:300, casino.post[1, ], type = "l", xlab = "Roll number",
ylab = "Posterior probability of dice being fair",
main = "The dishonest casino")
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