Package | Description |
---|---|
dev.nm.stat.hmm | |
dev.nm.stat.hmm.discrete | |
dev.nm.stat.hmm.mixture | |
tech.nmfin.trend.dai2011 | |
tech.nmfin.trend.kst1995 |
Modifier and Type | Class and Description |
---|---|
class |
HiddenMarkovModel |
Constructor and Description |
---|
HiddenMarkovModel(HMMRNG hmm) |
HMMRNG(HMMRNG that)
Copy constructor.
|
Modifier and Type | Class and Description |
---|---|
class |
BaumWelch
This implementation trains an HMM model by observations using the Baum–Welch
algorithm.
|
class |
DiscreteHMM
This is the discrete hidden Markov model as defined by Rabiner.
|
Modifier and Type | Class and Description |
---|---|
class |
MixtureHMM
This is the mixture hidden Markov model (HMM).
|
class |
MixtureHMMEM
The EM algorithm is used to find the unknown parameters of a hidden Markov
model (HMM) by making use of the forward-backward algorithm.
|
Modifier and Type | Method and Description |
---|---|
HMMRNG |
Dai2011HMM.getHMM() |
Modifier and Type | Class and Description |
---|---|
class |
KnightSatchellTran1995
Implements the Knight-Satchell-Tran model of financial asset returns.
|
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