public override double[][][] EstimateXi(IMLDataSet sequence,
ForwardBackwardCalculator fbc, HiddenMarkovModel hmm)
{
if (sequence.Count <= 1)
{
throw new EncogError(
"Must have more than one observation");
}
double[][][] xi = EngineArray.AllocDouble3D((int)sequence.Count - 1, hmm.StateCount, hmm.StateCount);
double probability = fbc.Probability();
for (int t = 0; t < (sequence.Count - 1); t++)
{
IMLDataPair o = sequence[t + 1];
for (int i = 0; i < hmm.StateCount; i++)
{
for (int j = 0; j < hmm.StateCount; j++)
{
xi[t][i][j] = (fbc.AlphaElement(t, i)
* hmm.TransitionProbability[i][j]
* hmm.StateDistributions[j].Probability(o) * fbc
.BetaElement(t + 1, j)) / probability;
}
}
}
return(xi);
}
