[Depmix-commits] r470 - pkg/depmixS4/src
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jun 21 15:29:11 CEST 2011
Author: ingmarvisser
Date: 2011-06-21 15:29:11 +0200 (Tue, 21 Jun 2011)
New Revision: 470
Modified:
pkg/depmixS4/src/fb.cc
Log:
Initial set up of loop for backwards variables
Modified: pkg/depmixS4/src/fb.cc
===================================================================
--- pkg/depmixS4/src/fb.cc 2011-06-21 13:06:22 UTC (rev 469)
+++ pkg/depmixS4/src/fb.cc 2011-06-21 13:29:11 UTC (rev 470)
@@ -87,12 +87,32 @@
}
alpha1 = alphat;
}
- }
+ }
+
+ // compute backward variables and xi
+ matrix betatp1(ns[0]);
+ matrix betat(ns[0]);
+ // compute initial beta, ie for t=T (for each case)
+ for(int i=0; i<ns[0]; i++) {
+ betatp1[et[cas],i] <- sca[et[cas]]
+ }
+ betatp1.print();
+
+// R-code for the backwards/xi loop
+// if(ntimes[case]>1) {
+// for(i in (et[case]-1):bt[case]) {
+// if(stationary) beta[i,] <-(B[i+1,]*beta[i+1,])%*%A[1,,]*sca[i]
+// else beta[i,] <-(B[i+1,]*beta[i+1,])%*%A[i,,]*sca[i]
+// }
+//
+// for(i in bt[case]:(et[case]-1)) {
+// if(stationary) xi[i,,] <- rep(alpha[i,],each=ns)*(B[i+1,]*beta[i+1,]*A[1,,])
+// else xi[i,,] <- rep(alpha[i,],each=ns)*(B[i+1,]*beta[i+1,]*A[i,,])
+// }
+// }
+
} // end cases
- // compute backward variables and xi
-
-
}
} // end extern "C"
\ No newline at end of file
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