R: Calculation of HMM Sum of Path

hmm.sop {klaR} | R Documentation

## Calculation of HMM Sum of Path

### Description

A Hidden Markov Model for the classification of states in a time series. Based on the transition probabilities and the so called emission probabilities (p(class|x)) the ‘prior probablilities’ of states (classes) in time period t given all past information in time period t are calculated.

### Usage

    hmm.sop(sv, trans.matrix, prob.matrix)

### Arguments

`sv` | state at time 0
`trans.matrix` | matrix of transition probabilities
`prob.matrix` | matrix of p(class|x)

### Value

Returns the ‘prior probablilities’ of states.

### Author(s)

Daniel Fischer, Reinald Oetsch

### References

Garczarek, Ursula Maria (2002): Classification rules in standardized partition spaces. Dissertation, University of Dortmund. URL http://hdl.handle.net/2003/2789

### See Also

`calc.trans`

### Examples

    library(MASS)
    data(B3)
    trans.matrix <- calc.trans(B3$PHASEN)

    # Calculate posterior prob. for the classes via lda
    prob.matrix <- predict(lda(PHASEN ~ ., data = B3))$post
    errormatrix(B3$PHASEN, apply(prob.matrix, 1, which.max))
    prior.prob <- hmm.sop("2", trans.matrix, prob.matrix)
    errormatrix(B3$PHASEN, apply(prior.prob, 1, which.max))

[Package klaR version 0.6-12 Index]