| Package | Description |
|---|---|
| dev.nm.stat.hmm | |
| dev.nm.stat.hmm.discrete | |
| dev.nm.stat.hmm.mixture | |
| dev.nm.stat.markovchain | |
| tech.nmfin.trend.dai2011 | |
| tech.nmfin.trend.kst1995 |
| Class and Description |
|---|
| HiddenMarkovModel |
| HmmInnovation
An HMM innovation consists of a state and an observation in the state.
|
| HMMRNG
In a (discrete) hidden Markov model, the state is not directly visible, but
output, dependent on the state, is visible.
|
| Class and Description |
|---|
| ForwardBackwardProcedure
The forward-backward procedure is an inference algorithm for hidden Markov
models which computes the posterior marginals of all hidden state variables
given a sequence of observations.
|
| HiddenMarkovModel |
| HMMRNG
In a (discrete) hidden Markov model, the state is not directly visible, but
output, dependent on the state, is visible.
|
| Class and Description |
|---|
| HiddenMarkovModel |
| HMMRNG
In a (discrete) hidden Markov model, the state is not directly visible, but
output, dependent on the state, is visible.
|
| Class and Description |
|---|
| HmmInnovation
An HMM innovation consists of a state and an observation in the state.
|
| Class and Description |
|---|
| HMMRNG
In a (discrete) hidden Markov model, the state is not directly visible, but
output, dependent on the state, is visible.
|
| Class and Description |
|---|
| HMMRNG
In a (discrete) hidden Markov model, the state is not directly visible, but
output, dependent on the state, is visible.
|
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