Aymen Tasneem
Aymen Tasneem

Reputation: 21

emission probabilities for HMM in R

How can we calculate Emission probabilities for a Hidden Markov Model (HMM) in R?

As for calculating Transition Probabilities we use function

tr <- seqtrate(exampledata)

and this function returns a Transition Matrix. Example data is a sequential data.

Is there a function that returns us an Emission Matrix?

Upvotes: 1

Views: 932

Answers (1)

boyaronur
boyaronur

Reputation: 551

Please have a look to R's HMM package from https://cran.r-project.org/web/packages/HMM/HMM.pdf

You can find such an example there

hmm = initHMM(c("A","B"), c("L","R"), transProbs=matrix(c(.8,.2,.2,.8),2),
              emissionProbs=matrix(c(.6,.4,.4,.6),2))
print(hmm)
# Sequence of observations
observation = c("L","L","R","R")
baumWelch(hmm, observation, maxIterations=100, delta=1E-9, pseudoCount=0)

baumWelch algorithm returns the updated emission probabilities.

Upvotes: 0

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