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Hidden Markov Models

The Viterbi Algorithm

Task

  • In R, implement the Viterbi algorithm.

  • Input:

    • A DNAString of observations.
    • Hidden Markov Model i.e. one of the prepared models HMM1.RData or HMM2.RData.
  • Output:

    • Matrix of calculated probabilities for all observations generated by all hidden states (|N| x number of observations).
    • A vector of hidden states, that generated the input observations.

HMM = (N, M, A, B, pi)

  • N set of hidden states
  • M set of emitted characters
  • A transition probability matrix
  • B emission probability matrix
  • pi initial probability distribution vector
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