diff toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@hmm_inf_engine/private/mk_hmm_obs_lik_matrix.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@hmm_inf_engine/private/mk_hmm_obs_lik_matrix.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,30 @@
+function obslik = mk_hmm_obs_lik_matrix(engine, evidence)
+
+T  = size(evidence,2);
+Q = length(engine.startprob);
+obslik = ones(Q, T);
+bnet = bnet_from_engine(engine);
+% P(o1,o2| Q1,Q2) = P(o1|Q1,Q2) * P(o2|Q1,Q2)
+onodes = bnet.observed;
+for i=1:length(onodes)
+  data = cell2num(evidence(onodes(i),:));
+  if bnet.auto_regressive(onodes(i))
+    params = engine.obsprob{i};
+    mu = params.big_mu;
+    Sigma = params.big_Sigma,
+    W = params.big_W;
+    mu0 = params.big_mu0;
+    Sigma0 = params.big_Sigma0;
+    %obslik_i = mk_arhmm_obs_lik(data, mu, Sigma, W, mu0, Sigma0
+    obslik_i = clg_prob(data(:,1:T-1), data(:,2:T), mu, Sigma, W);
+    obslik_i = [mixgauss_prob(data(:,1), mu0, Sigma0) obslik_i];
+  elseif myismember(onodes(i), bnet.dnodes)
+    %obslik_i = eval_pdf_cond_multinomial(data, engine.obsprob{i}.big_CPT);
+    obslik_i = multinomial_prob(data, engine.obsprob{i}.big_CPT);
+  else
+    %obslik_i = eval_pdf_cond_gauss(data, engine.obsprob{i}.big_mu, engine.obsprob{i}.big_Sigma);
+    obslik_i = mixgauss_prob(data, engine.obsprob{i}.big_mu, engine.obsprob{i}.big_Sigma);
+  end
+  obslik = obslik .* obslik_i;
+end
+