ldhmm.conditional_prob {ldhmm}

Computing the conditional probabilities

Description

This utility computes the conditional probabilities that observation at time t equals xc, given all observations other than that at time t being the same.

Usage

ldhmm.conditional_prob(object, x, xc)

Arguments

object

an ldhmm object

x

numeric, the observations.

xc

numeric, the conditional observations.

Value

matrix of probabilities, size of xc times size of x.

Author(s)

Stephen H. Lihn