NumericVector logLikMixHMM(const arma::mat& transition, const arma::cube& emission,
const arma::vec& init, const arma::ucube& obs, const arma::mat& coef, const arma::mat& X,
const arma::uvec& numberOfStates, unsigned int threads) {
arma::mat weights = exp(X * coef).t();
if (!weights.is_finite()) {
return wrap(-arma::datum::inf);
}
weights.each_row() /= sum(weights, 0);
arma::vec ll(obs.n_slices);
arma::sp_mat transition_t(transition.t());
#pragma omp parallel for if(obs.n_slices >= threads) schedule(static) num_threads(threads) \
default(none) shared(ll, obs, weights, init, emission, transition_t, numberOfStates)
for (unsigned int k = 0; k < obs.n_slices; k++) {
arma::vec alpha = init % reparma(weights.col(k), numberOfStates);
for (unsigned int r = 0; r < obs.n_rows; r++) {
alpha %= emission.slice(r).col(obs(r, 0, k));
}
double tmp = sum(alpha);
ll(k) = log(tmp);
alpha /= tmp;
for (unsigned int t = 1; t < obs.n_cols; t++) {
alpha = transition_t * alpha;
for (unsigned int r = 0; r < obs.n_rows; r++) {
alpha %= emission.slice(r).col(obs(r, t, k));
}
tmp = sum(alpha);
ll(k) += log(tmp);
alpha /= tmp;
}
}
return wrap(ll);
}
static transition_t first_trans(state_id_t t) { return transition_t(t, 0); }