stateprobs function

Calculate conditional local state probabilities for homogeneous HMMs

Computes [REMOVE_ME]$\Pr(S_t = j \mid X_1, ..., X_T) [REMOVE_ME_2]$

for homogeneous HMMs

stateprobs(delta, Gamma, allprobs, trackID = NULL, mod = NULL)

Arguments

• delta: initial or stationary distribution of length N, or matrix of dimension c(k,N) for k independent tracks, if trackID is provided

• Gamma: transition probability matrix of dimension c(N,N), or array of k transition probability matrices of dimension c(N,N,k), if trackID is provided

• allprobs: matrix of state-dependent probabilities/ density values of dimension c(n, N)

• trackID: optional vector of length n containing IDs

  If provided, the total log-likelihood will be the sum of each track's likelihood contribution. In this case, Gamma can be a matrix, leading to the same transition probabilities for each track, or an array of dimension c(N,N,k), with one (homogeneous) transition probability matrix for each track. Furthermore, instead of a single vector delta corresponding to the initial distribution, a delta matrix of initial distributions, of dimension c(k,N), can be provided, such that each track starts with it's own initial distribution.

• mod: optional model object containing initial distribution delta, transition probability matrix Gamma, matrix of state-dependent probabilities allprobs, and potentially a trackID variable

  If you are using automatic differentiation either with RTMB::MakeADFun or qreml and include forward in your likelihood function, the objects needed for state decoding are automatically reported after model fitting. Hence, you can pass the model object obtained from running RTMB::report() or from qreml directly to this function.

Returns

matrix of conditional state probabilities of dimension c(n,N)

Description

Computes

for homogeneous HMMs

Examples

Gamma = tpm(c(-1,-2))
delta = stationary(Gamma)
allprobs = matrix(runif(200), nrow = 100, ncol = 2)

probs = stateprobs(delta, Gamma, allprobs)

See Also

Other decoding functions: stateprobs_g(), stateprobs_p(), viterbi(), viterbi_g(), viterbi_p()