predict.hmm {mhsmm}

Prediction function for hmm

Description

Predicts the underlying state sequence for an observed sequence newdata given a hmm model

Usage

## S3 method for class 'hmm'
predict(object, newdata,method = "viterbi", ...)

Arguments

object

An object of class hmm

newdata

A vector or list of observations

method

Prediction method (see details)

...

further arguments passed to or from other methods.

Details

If method="viterbi", this technique applies the Viterbi algorithm for HMMs, producing the most likely sequence of states given the observed data. If method="smoothed", then the individually most likely (or smoothed) state sequence is produced, along with a matrix with the respective probabilities for each state.

Value

Returns a hsmm.data object, suitable for plotting.

newdata

A vector or list of observations

s

A vector containing the reconstructed state sequence

N

The lengths of each sequence

p

A matrix where the rows represent time steps and the columns are the probability for the respective state (only produced when method="smoothed")

Author(s)

Jared O'Connell [e-mail]

References

Rabiner, L. (1989), A tutorial on hidden Markov models and selected applications in speech recognition, Proceedings of the IEEE, 77, 257-286.

See Also

hmmfit,hmmspec

Examples

##See examples in 'hmmfit'