hmm_hidden_state_prob.hpp File Reference

#include <stan/math/prim/core.hpp>
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err/hmm_check.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <boost/random.hpp>
#include <vector>

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Namespaces
namespace	stan
	The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
namespace	stan::math
	Matrices and templated mathematical functions.

Functions
template<typename T_omega , typename T_Gamma , typename T_rho , require_all_eigen_t< T_omega, T_Gamma > * = nullptr, require_eigen_col_vector_t< T_rho > * = nullptr>
Eigen::MatrixXd	stan::math::hmm_hidden_state_prob (const T_omega &log_omegas, const T_Gamma &Gamma, const T_rho &rho)
	For a hidden Markov model with observation y, hidden state x, and parameters theta, compute the marginal probability vector for each x, given y and theta, p(x_i | y, theta).