Uses of Class
dev.nm.stat.markovchain.SimpleMC
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Packages that use SimpleMC Package Description dev.nm.stat.hmm dev.nm.stat.hmm.discrete dev.nm.stat.hmm.mixture tech.nmfin.trend.kst1995 -
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Uses of SimpleMC in dev.nm.stat.hmm
Subclasses of SimpleMC in dev.nm.stat.hmm Modifier and Type Class Description classHiddenMarkovModelclassHMMRNGIn a (discrete) hidden Markov model, the state is not directly visible, but output, dependent on the state, is visible. -
Uses of SimpleMC in dev.nm.stat.hmm.discrete
Subclasses of SimpleMC in dev.nm.stat.hmm.discrete Modifier and Type Class Description classBaumWelchThis implementation trains an HMM model by observations using the Baum–Welch algorithm.classDiscreteHMMThis is the discrete hidden Markov model as defined by Rabiner. -
Uses of SimpleMC in dev.nm.stat.hmm.mixture
Subclasses of SimpleMC in dev.nm.stat.hmm.mixture Modifier and Type Class Description classMixtureHMMThis is the mixture hidden Markov model (HMM).classMixtureHMMEMThe 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 SimpleMC in tech.nmfin.trend.kst1995
Subclasses of SimpleMC in tech.nmfin.trend.kst1995 Modifier and Type Class Description classKnightSatchellTran1995Implements the Knight-Satchell-Tran model of financial asset returns.
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