Package dev.nm.stat.hmm.mixture
Class MixtureHMM
- java.lang.Object
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- dev.nm.stat.markovchain.SimpleMC
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- dev.nm.stat.hmm.HMMRNG
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- dev.nm.stat.hmm.HiddenMarkovModel
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- dev.nm.stat.hmm.mixture.MixtureHMM
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- All Implemented Interfaces:
RandomNumberGenerator
,Seedable
- Direct Known Subclasses:
MixtureHMMEM
public class MixtureHMM extends HiddenMarkovModel
This is the mixture hidden Markov model (HMM). The observations are continuous and follow a continuous distribution.- See Also:
- W. Zucchini and I. L. MacDonald, "Hidden Markov Models for Time Series: An Introduction Using R," Boca Raton, Florida, CRC Press, 2009.
- Wikipedia: Hidden Markov model
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Constructor Summary
Constructors Constructor Description MixtureHMM(Vector PI, Matrix A, MixtureDistribution dist)
Constructs a mixture hidden Markov model.MixtureHMM(MixtureHMM model)
Copy constructor.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
density(int state, double observation)
Gets the (conditional) probability density/mass of making an observation in a particular state.MixtureDistribution
getDistribution()
Gets the distribution in the hidden Markov model.-
Methods inherited from class dev.nm.stat.hmm.HiddenMarkovModel
logProbability, logProbability, logProbability
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Methods inherited from class dev.nm.stat.hmm.HMMRNG
next, nextDouble, seed
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Constructor Detail
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MixtureHMM
public MixtureHMM(Vector PI, Matrix A, MixtureDistribution dist)
Constructs a mixture hidden Markov model.- Parameters:
PI
- the initial state probabilitiesA
- the state transition probabilities of the homogeneous hidden Markov chaindist
- the conditional distribution in the hidden Markov model
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MixtureHMM
public MixtureHMM(MixtureHMM model)
Copy constructor.- Parameters:
model
- aHiddenMarkovModel
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Method Detail
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getDistribution
public MixtureDistribution getDistribution()
Gets the distribution in the hidden Markov model.- Returns:
- the distribution in the hidden Markov model
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density
public double density(int state, double observation)
Description copied from class:HiddenMarkovModel
Gets the (conditional) probability density/mass of making an observation in a particular state.- Specified by:
density
in classHiddenMarkovModel
- Parameters:
state
- the hidden state label, counting from 1observation
- the observation value- Returns:
- the probability density/mass
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