diff toolboxes/FullBNT-1.0.7/HMM/dhmm_logprob_brute_force.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/HMM/dhmm_logprob_brute_force.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,21 @@
+function logp = enumerate_HMM_loglik(prior, transmat, obsmat)
+% ENUMERATE_HMM_LOGLIK Compute the log likelihood of a sequence by exhaustive (O(Q^T)) enumeration.
+% logp = enumerate_HMM_loglik(prior, transmat, obsmat)
+%
+% Inputs:
+% prior(i) = Pr(Q(1) = i)
+% transmat(i,j) = Pr(Q(t+1)=j | Q(t)=i)
+% obsmat(i,t) = Pr(y(t) | Q(t)=i)
+
+Q = length(prior);
+T = size(obsmat, 2);
+sizes = repmat(Q, 1, T);
+
+psum = 0;
+for i=1:Q^T
+  qs = ind2subv(sizes, i); % make the state sequence 
+  psum = psum + prob_path(prior, transmat, obsmat, qs);
+end
+logp = log(psum)
+
+