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IHiddenMarkovModelEvaluate Method
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Calculates the probability that this model has generated the given sequence.
Namespace:
Accord.Statistics.Models.Markov
Assembly:
Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax double Evaluate(
Array observations
)
Function Evaluate (
observations As Array
) As Double
Request Example
View SourceParameters
- observations
- Type: SystemArray
A sequence of observations.
Return Value
Type:
Double
The probability that the given sequence has been generated by this model.
Remarks
Evaluation problem. Given the HMM M = (A, B, pi) and the observation
sequence O = {o1, o2, ..., oK}, calculate the probability that model
M has generated sequence O. This can be computed efficiently using the
Forward algorithm.
See Also