depmixS4 (version 0.2-2)

forwardbackward: Forward and backward variables

Description

Compute the forward and backward variables of a depmix object.

Usage

## S3 method for class 'depmix':
forwardbackward(object, return.all=TRUE, ...)

Arguments

object

A depmix object.

return.all

If FALSE, only gamma and xi and the log likelihood are returned (which are the only variables needed in using EM).

...

Not currently used.

Value

• forwardbackward returns a list of the following (the variables are named after the notation from Rabiner, 1989):
• alpha
  The forward variables.
• beta
  The backward variables.
• gamma
  The smoothed transition probabilities.
• xi
  The smoothed state probabilities.
• sca
  The scale factors (called lambda in Rabiner).
• logLike
  The log likelihood (which is sum(log(sca)).
• If return.all=FALSE, only gamma, xi and the log likelihood are returned.

References

Lawrence R. Rabiner (1989). A tutorial on hidden Markov models and selected applications in speech recognition. Proceedings of IEEE, 77-2, p. 267-295.

Examples

# add some later