forwardbackward

an integer representing the number of state of the Hidden Markov Model.

nStates

a vector of the initial probabilities.

a matrix containing the values of the emission probabilities

the vector of the beginning times for the statistical units

This function allows you to perform the forward-backward algorithm for a Hidden Markov Model

distance

Some algorithms for the study of Hidden Markov Models for two different types of data. For the study of univariate and multivariate data in a finite framework, we provide some methods based on the definition of a Gaussian copula function to define the dependence between data (for further details, see Martino A., Guatteri, G. and Paganoni A. M. (2018) <https://mox.polimi.it/publication-results/?id=776&tipo=add_qmox>). For the study of functional data, we define an objective function based on distances between random curves to define the emission functions of the HMM (for further details, see Martino A., Guatteri, G. and Paganoni A. M. (2019) <https://mox.polimi.it/publication-results/?id=805&tipo=add_qmox>).

forwardbackward: Forward-Backward Function

Description

Usage

Arguments

Value

References