forwardbackward           package:depmixS4           R Documentation

_F_o_r_w_a_r_d _a_n_d _b_a_c_k_w_a_r_d _v_a_r_i_a_b_l_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     Compute the forward and backward variables of a 'depmix' object.

_U_s_a_g_e:

             ## S4 method for signature 'depmix':
             forwardbackward(object, return.all=TRUE, ...)

_A_r_g_u_m_e_n_t_s:

  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.

_V_a_l_u_e:

     '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.

_A_u_t_h_o_r(_s):

     Maarten Speekenbrink & Ingmar Visser

_R_e_f_e_r_e_n_c_e_s:

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

_E_x_a_m_p_l_e_s:

             # add some later

