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hmmestimate

Hidden Markov model parameter estimates from emissions and states

Syntax

[TRANS,EMIS] = hmmestimate(seq,states)
hmmestimate(...,'Symbols',SYMBOLS)
hmmestimate(...,'Statenames',STATENAMES)
hmmestimate(...,'Pseudoemissions',PSEUDOE)
hmmestimate(...,'Pseudotransitions',PSEUDOTR)

Description

[TRANS,EMIS] = hmmestimate(seq,states) calculates the maximum likelihood estimate of the transition, TRANS, and emission, EMIS, probabilities of a hidden Markov model for sequence, seq, with known states, states.

hmmestimate(...,'Symbols',SYMBOLS) specifies the symbols that are emitted. SYMBOLS can be a numeric array, a string array or a cell array of the names of the symbols. The default symbols are integers 1 through N, where N is the number of possible emissions.

hmmestimate(...,'Statenames',STATENAMES) specifies the names of the states. STATENAMES can be a numeric array, a string array, or a cell array of the names of the states. The default state names are 1 through M, where M is the number of states.

hmmestimate(...,'Pseudoemissions',PSEUDOE) specifies pseudocount emission values in the matrix PSEUDOE. Use this argument to avoid zero probability estimates for emissions with very low probability that might not be represented in the sample sequence. PSEUDOE should be a matrix of size m-by-n, where m is the number of states in the hidden Markov model and n is the number of possible emissions. If the ik emission does not occur in seq, you can set PSEUDOE(i,k) to be a positive number representing an estimate of the expected number of such emissions in the sequence seq.

hmmestimate(...,'Pseudotransitions',PSEUDOTR) specifies pseudocount transition values. You can use this argument to avoid zero probability estimates for transitions with very low probability that might not be represented in the sample sequence. PSEUDOTR should be a matrix of size m-by-m, where m is the number of states in the hidden Markov model. If the ij transition does not occur in states, you can set PSEUDOTR(i,j) to be a positive number representing an estimate of the expected number of such transitions in the sequence states.

Pseudotransitions and Pseudoemissions

If the probability of a specific transition or emission is very low, the transition might never occur in the sequence states, or the emission might never occur in the sequence seq. In either case, the algorithm returns a probability of 0 for the given transition or emission in TRANS or EMIS. You can compensate for the absence of transition with the 'Pseudotransitions' and 'Pseudoemissions' arguments. The simplest way to do this is to set the corresponding entry of PSEUDOE or PSEUDOTR to 1. For example, if the transition ij does not occur in states, set PSEUDOTR(i,j) = 1. This forces TRANS(i,j) to be positive. If you have an estimate for the expected number of transitions ij in a sequence of the same length as states, and the actual number of transitions ij that occur in seq is substantially less than what you expect, you can set PSEUDOTR(i,j) to the expected number. This increases the value of TRANS(i,j). For transitions that do occur in states with the frequency you expect, set the corresponding entry of PSEUDOTR to 0, which does not increase the corresponding entry of TRANS.

If you do not know the sequence of states, use hmmtrain to estimate the model parameters.

Examples

trans = [0.95,0.05; 0.10,0.90];
emis = [1/6 1/6 1/6 1/6 1/6 1/6;
   1/10 1/10 1/10 1/10 1/10 1/2];

[seq,states] = hmmgenerate(1000,trans,emis);
[estimateTR,estimateE] = hmmestimate(seq,states);

References

[1] Durbin, R., S. Eddy, A. Krogh, and G. Mitchison. Biological Sequence Analysis. Cambridge, UK: Cambridge University Press, 1998.

Introduced before R2006a