mlpy.stats.dbn.hmm.HMM.predict_proba

HMM.predict_proba(obs)

Compute the posterior probability for each state in the model.

Parameters:

obs : array_like, shape (n, len, nfeatures)

Sequence of nfeatures-dimensional data points. Each row corresponds to a single point in the sequence.

Returns:

posteriors : array_like, shape (n, ncomponents)

Posterior probabilities of each state for each observation