/// <summary>
/// Computes Forward probabilities for a given potential function and a set of observations.
/// </summary>
///
public static double[,] Forward <TObservation>(FactorPotential <TObservation> function,
TObservation[] observations, int output, out double logLikelihood)
{
int states = function.States;
double[,] fwd = new double[observations.Length, states];
double[] coefficients = new double[observations.Length];
ForwardBackwardAlgorithm.Forward(function, observations, output, coefficients, fwd);
logLikelihood = 0;
for (int i = 0; i < coefficients.Length; i++)
{
logLikelihood += Math.Log(coefficients[i]);
}
return(fwd);
}
/// <summary>
/// Computes Forward probabilities for a given potential function and a set of observations.
/// </summary>
///
public static double[,] LogForward <TObservation>(FactorPotential <TObservation> function,
TObservation[] observations, int output, out double logLikelihood)
{
int states = function.States;
double[,] lnFwd = new double[observations.Length, states];
int T = observations.Length;
ForwardBackwardAlgorithm.LogForward(function, observations, output, lnFwd);
logLikelihood = Double.NegativeInfinity;
for (int j = 0; j < states; j++)
{
logLikelihood = Special.LogSum(logLikelihood, lnFwd[T - 1, j]);
}
System.Diagnostics.Debug.Assert(!Double.IsNaN(logLikelihood));
return(lnFwd);
}
