nbh_em.m

隐马尔可夫工具箱

function [TRANS, alpha, beta, logl, bckwrd,dens] = nbh_em(count, TRANS, alpha, beta, Nit)

%nbh_em	  Estimates the parameters of a negative binomial HMM using EM.
%         Use: [TRANS,alpha,beta,logl,postprob,dens] =
%         nbh_em(count,TRANS_0,alpha_0,beta_0,Nit) where TRANS, alpha
%         and beta are the estimated model parameters, logl contains
%         the log-likehood values for the successive iterations,
%         postprob the marginal posterior probabilities at the last
%         iteration and dens the negative binomial probabilities
%         computed also at the last iteration.

% H2M/cnt Toolbox, Version 2.0
% Olivier Capp