Package dev.nm.stat.hmm.mixture
Class MixtureHMM
- java.lang.Object
-
- dev.nm.stat.markovchain.SimpleMC
-
- dev.nm.stat.hmm.HMMRNG
-
- dev.nm.stat.hmm.HiddenMarkovModel
-
- dev.nm.stat.hmm.mixture.MixtureHMM
-
- 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
-
-
Constructor Summary
Constructors Constructor Description MixtureHMM(Vector PI, Matrix A, MixtureDistribution dist)Constructs a mixture hidden Markov model.MixtureHMM(MixtureHMM model)Copy constructor.
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description doubledensity(int state, double observation)Gets the (conditional) probability density/mass of making an observation in a particular state.MixtureDistributiongetDistribution()Gets the distribution in the hidden Markov model.-
Methods inherited from class dev.nm.stat.hmm.HiddenMarkovModel
logProbability, logProbability, logProbability
-
Methods inherited from class dev.nm.stat.hmm.HMMRNG
next, nextDouble, seed
-
-
-
-
Constructor Detail
-
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
-
MixtureHMM
public MixtureHMM(MixtureHMM model)
Copy constructor.- Parameters:
model- aHiddenMarkovModel
-
-
Method Detail
-
getDistribution
public MixtureDistribution getDistribution()
Gets the distribution in the hidden Markov model.- Returns:
- the distribution in the hidden Markov model
-
density
public double density(int state, double observation)Description copied from class:HiddenMarkovModelGets the (conditional) probability density/mass of making an observation in a particular state.- Specified by:
densityin classHiddenMarkovModel- Parameters:
state- the hidden state label, counting from 1observation- the observation value- Returns:
- the probability density/mass
-
-