This function decodes the (most likely) underlying hidden state sequence by applying the Viterbi algorithm for global decoding.
Arguments
- x
An object of class
fHMM_model
.- verbose
Set to
TRUE
to print progress messages.
Value
An object of class fHMM_model
with decoded state sequence
included.
Examples
decode_states(dax_model_3t)
#> Decoded states
#> fHMM fitted model:
#> * total estimation time: 13 mins
#> * accepted runs: 33 of 200
#> * log-likelihood: 17649.52
plot(dax_model_3t, type = "ts")