This is the result of Viterbi algorithm, which considers the joint distribution of the states.
classify_zstar(fit, reduce = posterior_mode, chain = "all")
fit | An object returned by either |
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reduce | An optional function applied to the samples corresponding to one time step t, one hidden state k, and one chain m. The observation at time step t is then assigned to the hidden state with largest value. Note that the user needs to supply a function as an argument, and not a character string with the name of the function. This argument is not used for maximum a posteriori estimates returned by |
chain | Either "all" or any integer number between 1 and the number of chains M. In the latter case, only the samples generated by the selected chain are considered. This argument is not used for maximum a posteriori estimates returned by |
A numeric vector with size equal to the time series length T with values from 1 to the number of hidden states K.