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Compute observable HMM predictive log-density

Source: R/predictive_density_hmm.R
hmm_predictive_log_density.Rd

Convenience wrapper around hmm_forward_filter() returning only the observable one-step predictive log-density.

Usage

hmm_predictive_log_density(log_emission, transition_matrix, initial_probs)

Arguments

log_emission

Numeric matrix of log-emission densities.

transition_matrix

Square transition probability matrix.

initial_probs

Initial state probability vector.

Value

A numeric vector of predictive log-densities.