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);
for (int t = 0; t < (sequence.Count - 1); t++)
{
IMLDataPair observation = 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(
observation) * fbc.BetaElement(t + 1, j);
}
}
}
return xi;
}
protected double[][] EstimateGamma(double[][][] xi,
ForwardBackwardCalculator fbc)
{
double[][] gamma = EngineArray.AllocateDouble2D(xi.Length + 1, xi[0].Length);
for (int t = 0; t < (xi.Length + 1); t++)
{
EngineArray.Fill(gamma[t], 0.0);
}
for (int t = 0; t < xi.Length; t++)
{
for (int i = 0; i < xi[0].Length; i++)
{
for (int j = 0; j < xi[0].Length; j++)
{
gamma[t][i] += xi[t][i][j];
}
}
}
for (int j = 0; j < xi[0].Length; j++)
{
for (int i = 0; i < xi[0].Length; i++)
{
gamma[xi.Length][j] += xi[xi.Length - 1][i][j];
}
}
return gamma;
}
public abstract double[][][] EstimateXi(IMLDataSet sequence,
ForwardBackwardCalculator fbc, HiddenMarkovModel hmm);
