comparison toolboxes/FullBNT-1.0.7/HMM/mhmm_logprob.m @ 0:e9a9cd732c1e tip

first hg version after svn

+function [loglik, errors] = mhmm_logprob(data, prior, transmat, mu, Sigma, mixmat)
+% LOG_LIK_MHMM Compute the log-likelihood of a dataset using a (mixture of) Gaussians HMM
+% [loglik, errors] = log_lik_mhmm(data, prior, transmat, mu, sigma, mixmat)
+%
+% data{m}(:,t) or data(:,t,m) if all cases have same length
+% errors  is a list of the cases which received a loglik of -infinity
+%
+% Set mixmat to ones(Q,1) or omit it if there is only 1 mixture component
+
+Q = length(prior);
+if size(mixmat,1) ~= Q % trap old syntax
+  error('mixmat should be QxM')
+end
+if nargin < 6, mixmat = ones(Q,1); end
+
+if ~iscell(data)
+  data = num2cell(data, [1 2]); % each elt of the 3rd dim gets its own cell
+end
+ncases = length(data);
+
+loglik = 0;
+errors = [];
+for m=1:ncases
+  obslik = mixgauss_prob(data{m}, mu, Sigma, mixmat);
+  [alpha, beta, gamma, ll] = fwdback(prior, transmat, obslik, 'fwd_only', 1);
+  if ll==-inf
+    errors = [errors m];
+  end
+  loglik = loglik + ll;
+end