Package | Description |
---|---|
dev.nm.stat.hmm | |
dev.nm.stat.hmm.discrete | |
dev.nm.stat.hmm.mixture | |
tech.nmfin.trend.kst1995 |
Modifier and Type | Class and Description |
---|---|
class |
HiddenMarkovModel |
class |
HMMRNG
In a (discrete) hidden Markov model, the state is not directly visible, but
output, dependent on the state, is visible.
|
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 | Class and Description |
---|---|
class |
KnightSatchellTran1995
Implements the Knight-Satchell-Tran model of financial asset returns.
|
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