Uses of Class
dev.nm.stat.hmm.HMMRNG
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Packages that use HMMRNG Package Description dev.nm.stat.hmm dev.nm.stat.hmm.discrete dev.nm.stat.hmm.mixture tech.nmfin.trend.dai2011 tech.nmfin.trend.kst1995 -
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Uses of HMMRNG in dev.nm.stat.hmm
Subclasses of HMMRNG in dev.nm.stat.hmm Modifier and Type Class Description class
HiddenMarkovModel
Constructors in dev.nm.stat.hmm with parameters of type HMMRNG Constructor Description HiddenMarkovModel(HMMRNG hmm)
HMMRNG(HMMRNG that)
Copy constructor. -
Uses of HMMRNG in dev.nm.stat.hmm.discrete
Subclasses of HMMRNG in dev.nm.stat.hmm.discrete Modifier and Type Class 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. -
Uses of HMMRNG in dev.nm.stat.hmm.mixture
Subclasses of HMMRNG in dev.nm.stat.hmm.mixture Modifier and Type Class 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. -
Uses of HMMRNG in tech.nmfin.trend.dai2011
Methods in tech.nmfin.trend.dai2011 that return HMMRNG Modifier and Type Method Description HMMRNG
Dai2011HMM. getHMM()
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Uses of HMMRNG in tech.nmfin.trend.kst1995
Subclasses of HMMRNG in tech.nmfin.trend.kst1995 Modifier and Type Class Description class
KnightSatchellTran1995
Implements the Knight-Satchell-Tran model of financial asset returns.
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