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HiddenMarkovModelTDistributionPosterior Method (Array) |
Calculates the probability of each hidden state for each
observation in the observation vector.
Namespace: Accord.Statistics.Models.Markov
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
SyntaxRequest Example
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A vector of the same size as the observation vectors, containing the probabilities for each state in the model for the current observation. If there are 3 states in the model, and the observations array contains 5 elements, the resulting vector will contain 5 vectors of size 3 each. Each vector of size 3 will contain probability values that sum up to one.
Parameters
- observations
- Type: SystemArray
A sequence of observations.
Return Value
Type: DoubleA vector of the same size as the observation vectors, containing the probabilities for each state in the model for the current observation. If there are 3 states in the model, and the observations array contains 5 elements, the resulting vector will contain 5 vectors of size 3 each. Each vector of size 3 will contain probability values that sum up to one.
Implements
IHiddenMarkovModelPosterior(Array)Remarks
If there are 3 states in the model, and the observations
array contains 5 elements, the resulting vector will contain 5 vectors of
size 3 each. Each vector of size 3 will contain probability values that sum
up to one. By following those probabilities in order, we may decode those
probabilities into a sequence of most likely states. However, the sequence
of obtained states may not be valid in the model.
See Also