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Decode the underlying hidden state sequence

Source: R/decode_states.R
decode_states.Rd

This function decodes the (most likely) underlying hidden state sequence by applying the Viterbi algorithm for global decoding.

Usage

decode_states(x, verbose = TRUE)

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.

References

https://en.wikipedia.org/wiki/Viterbi_algorithm

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")