HiddenMarkovModelTDistribution, TObservationPosterior Method (TObservation)

Note: This API is now obsolete.

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

Syntax

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[ObsoleteAttribute("Please set Algorithm to Forward and call LogLikelihoods() instead.")]
public double[][] Posterior(
	TObservation[] observations
)

<ObsoleteAttribute("Please set Algorithm to Forward and call LogLikelihoods() instead.")>
Public Function Posterior ( 
	observations As TObservation()
) As Double()()

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Parameters

observations: Type: TObservation
A sequence of observations.

Return Value

Type: Double
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.

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.

Reference

HiddenMarkovModelTDistribution, TObservation Class

Posterior Overload

Accord.Statistics.Models.Markov Namespace