Reputation: 21
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
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