public abstract class HiddenMarkovModel extends HMMRNG
Constructor and Description |
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HiddenMarkovModel(HMMRNG hmm) |
HiddenMarkovModel(Vector PI,
Matrix A,
RandomNumberGenerator[] B) |
Modifier and Type | Method and Description |
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abstract double |
density(int state,
double observation)
Gets the (conditional) probability density/mass of making an observation
in a particular state.
|
double |
logProbability(HmmInnovation[] innovations)
Gets the probability of observing the observations and having gone thru
the state sequence.
|
double |
logProbability(int[] states,
double[] obsverations)
Gets the probability of observing the observations and having gone thru
the state sequence.
|
double |
logProbability(int[] states,
int[] obsverations)
Gets the probability of observing the observations and having gone thru
the state sequence.
|
next, nextDouble, seed
public HiddenMarkovModel(Vector PI, Matrix A, RandomNumberGenerator[] B)
public HiddenMarkovModel(HMMRNG hmm)
public abstract double density(int state, double observation)
state
- the hidden state label, counting from 1observation
- the observation valuepublic double logProbability(int[] states, double[] obsverations)
states
- a sequence of the hidden statesobsverations
- a sequence of corresponding observationspublic double logProbability(int[] states, int[] obsverations)
states
- a sequence of the hidden statesobsverations
- a sequence of corresponding observationspublic double logProbability(HmmInnovation[] innovations)
innovations
- a sequence of HMM innovationsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.