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IHiddenMarkovModelPosterior Method (Array, Int32)
Calculates the probability of each hidden state for each observation in the observation vector, and uses those probabilities to decode the most likely sequence of states for each observation in the sequence using the posterior decoding method. See remarks for details.

Namespace:  Accord.Statistics.Models.Markov
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax
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double[][] Posterior(
	Array observations,
	out int[] path
)
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Parameters

observations
Type: SystemArray
A sequence of observations.
path
Type: SystemInt32
The sequence of states most likely associated with each observation, estimated using the posterior decoding method.

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.
See Also