Decoding the underlying hidden state sequence

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

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

data(dax_model_3t)
decode_states(dax_model_3t)
#> Decoded states
#> fHMM fitted model:
#> * total estimation time: 7 mins 
#> * accepted runs: 21 of 100 
#> * log-likelihood: 16913.33