Class 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 Detail

      • MixtureHMM

        public MixtureHMM​(Vector PI,
                          Matrix A,
                          MixtureDistribution dist)
        Constructs a mixture hidden Markov model.
        Parameters:
        PI - the initial state probabilities
        A - the state transition probabilities of the homogeneous hidden Markov chain
        dist - the conditional distribution in the hidden Markov model
      • MixtureHMM

        public MixtureHMM​(MixtureHMM model)
        Copy constructor.
        Parameters:
        model - a HiddenMarkovModel
    • 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: HiddenMarkovModel
        Gets the (conditional) probability density/mass of making an observation in a particular state.
        Specified by:
        density in class HiddenMarkovModel
        Parameters:
        state - the hidden state label, counting from 1
        observation - the observation value
        Returns:
        the probability density/mass