Package dev.nm.stat.hmm
Class HiddenMarkovModel
- 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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- All Implemented Interfaces:
RandomNumberGenerator
,Seedable
- Direct Known Subclasses:
DiscreteHMM
,MixtureHMM
public abstract class HiddenMarkovModel extends HMMRNG
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Constructor Summary
Constructors Constructor Description HiddenMarkovModel(Vector PI, Matrix A, RandomNumberGenerator[] B)
HiddenMarkovModel(HMMRNG hmm)
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description abstract double
density(int state, double observation)
Gets the (conditional) probability density/mass of making an observation in a particular state.double
logProbability(int[] states, double[] obsverations)
Gets the probability of observing the observations and having gone thru the state sequence.double
logProbability(int[] states, int[] obsverations)
Gets the probability of observing the observations and having gone thru the state sequence.double
logProbability(HmmInnovation[] innovations)
Gets the probability of observing the observations and having gone thru the state sequence.-
Methods inherited from class dev.nm.stat.hmm.HMMRNG
next, nextDouble, seed
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Constructor Detail
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HiddenMarkovModel
public HiddenMarkovModel(Vector PI, Matrix A, RandomNumberGenerator[] B)
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HiddenMarkovModel
public HiddenMarkovModel(HMMRNG hmm)
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Method Detail
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density
public abstract double density(int state, double observation)
Gets the (conditional) probability density/mass of making an observation in a particular state.- Parameters:
state
- the hidden state label, counting from 1observation
- the observation value- Returns:
- the probability density/mass
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logProbability
public double logProbability(int[] states, double[] obsverations)
Gets the probability of observing the observations and having gone thru the state sequence.- Parameters:
states
- a sequence of the hidden statesobsverations
- a sequence of corresponding observations- Returns:
- the probability of the occurrence
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logProbability
public double logProbability(int[] states, int[] obsverations)
Gets the probability of observing the observations and having gone thru the state sequence.- Parameters:
states
- a sequence of the hidden statesobsverations
- a sequence of corresponding observations- Returns:
- the probability of the occurrence
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logProbability
public double logProbability(HmmInnovation[] innovations)
Gets the probability of observing the observations and having gone thru the state sequence.- Parameters:
innovations
- a sequence of HMM innovations- Returns:
- the probability of the occurrence
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