General ⇒ script R

[hina12]

Hello everyone

I try to write a script in R on the progressive algorithm of Baum Welch.

I have this data:
n = 10 et X(n) = (1, 3, 2, 4, 1, 4, 1, 3, 2, 4).
the initial law : µ1=(0.3, 0.6, 0.1)

the transition matrix Π1
0.3 0.2 0.5
0.3 0.4 0.3
0.3 0.3 0.4

the emission matrix p1
0.3 0.2 0.2 0.3
0.3 0.1 0.2 0.4
0.2 0.3 0.4 0.1

i have to calculate F1 , . . . , Fn by using the algorithm of Baum Welch.
knowing that
Fk (u) = P(X1 = i1 X2 = i2 , ...Xk = ik, Sk = u).

I am not gifted in R can you help me?

[Stefan Kottwitz]

Hi,

welcome to the forum!

LaTeX is our topic here, not R. No problem if somebody knows R and can help here, everybody feel free. I just don't know somebody knowing R here.
If you need LaTeX support in addition, to write your R results, let us know.

Stefan