Uses of Class
dev.nm.stat.markovchain.SimpleMC
-
Packages that use SimpleMC Package Description dev.nm.stat.hmm dev.nm.stat.hmm.discrete dev.nm.stat.hmm.mixture tech.nmfin.trend.kst1995 -
-
Uses of SimpleMC in dev.nm.stat.hmm
Subclasses of SimpleMC in dev.nm.stat.hmm Modifier and Type Class Description class
HiddenMarkovModel
class
HMMRNG
In 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 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 SimpleMC in dev.nm.stat.hmm.mixture
Subclasses of SimpleMC 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 SimpleMC in tech.nmfin.trend.kst1995
Subclasses of SimpleMC in tech.nmfin.trend.kst1995 Modifier and Type Class Description class
KnightSatchellTran1995
Implements the Knight-Satchell-Tran model of financial asset returns.
-