Accord.Statistics.Models.Markov.Hybrid.HybridMarkovModel.Evaluate C# (CSharp) Method

        public double Evaluate(double[][] observations)
        {
            int T = observations.Length;
            double[,] lnFwd = new double[States, T];
            double[][] output = new double[States][];

            // 1. Initialization
            output[0] = Function(-1, observations[0]);
            for (int i = 0; i < States; i++)
                lnFwd[0, i] = Math.Log(output[0][i]);

            // 2. Induction
            for (int t = 1; t < T; t++)
            {
                double[] x = observations[t];

                for (int i = 0; i < States; i++)
                    output[i] = Function(i, x);

                for (int i = 0; i < States; i++)
                {
                    double sum = Double.NegativeInfinity;
                    for (int j = 0; j < States; j++)
                        sum = Special.LogSum(sum, lnFwd[t - 1, j] + output[j][i]);
                    lnFwd[t, i] = sum;
                }
            }

            double logLikelihood = Double.NegativeInfinity;
            for (int i = 0; i < States; i++)
                logLikelihood = Special.LogSum(logLikelihood, lnFwd[T - 1, i]);

            return logLikelihood;
        }