16.3.1 Hidden Markov Models

[tbegg]

Fragile code in forwardbackward(). I know NR III is not meant to be production code and this problem is exercised by rows or columns of alpha or beta being all 0 due to Baum-Welch and peculiar observation data. But the loop while (lhood < BIGI) {lhood *= BIG; lrnrm++}; will not terminate if lhood is exactly 0. Should perhaps only enter loop if lhood != 0.0. I personally think is better to return infinite results than loop indefinitely. Sorry if this is an old thread.

[tbegg]

Apologies. I mean a or b having rows or columns 0, not alpha or beta, due to Baum-Welch and peculiar observation vector.

[Bill Press]

Yes, you are right. Thanks for finding this. The fix is now posted here.