Package dev.nm.stat.hmm.discrete
Class DiscreteHMM
- java.lang.Object
-
- dev.nm.stat.markovchain.SimpleMC
-
- dev.nm.stat.hmm.HMMRNG
-
- dev.nm.stat.hmm.HiddenMarkovModel
-
- dev.nm.stat.hmm.discrete.DiscreteHMM
-
- All Implemented Interfaces:
RandomNumberGenerator
,Seedable
- Direct Known Subclasses:
BaumWelch
public class DiscreteHMM extends HiddenMarkovModel
This is the discrete hidden Markov model as defined by Rabiner.
-
-
Constructor Summary
Constructors Constructor Description DiscreteHMM(Vector PI, Matrix A, Matrix B)
Constructs a discrete hidden Markov model.DiscreteHMM(DiscreteHMM model)
Copy constructor.
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description ImmutableMatrix
B()
Gets the conditional probabilities of the observation symbols: rows correspond to state; columns corresponds symbols.double
density(int state, double observation)
Gets the (conditional) probability mass of making an observation in a particular state.int
nSymbols()
Gets the number of observation symbols per state.-
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
-
DiscreteHMM
public DiscreteHMM(Vector PI, Matrix A, Matrix B)
Constructs a discrete hidden Markov model.- Parameters:
PI
- the initial state probabilitiesA
- the state transition probabilitiesB
- the conditional probabilities of the observation symbols: rows correspond to state; columns corresponds symbols
-
DiscreteHMM
public DiscreteHMM(DiscreteHMM model)
Copy constructor.- Parameters:
model
- aHiddenMarkovModel
-
-
Method Detail
-
B
public ImmutableMatrix B()
Gets the conditional probabilities of the observation symbols: rows correspond to state; columns corresponds symbols.- Returns:
- the observation symbol probabilities
-
nSymbols
public int nSymbols()
Gets the number of observation symbols per state.- Returns:
- the number of observation symbols per state
-
density
public double density(int state, double observation)
Gets the (conditional) probability 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
-
-