Package dev.nm.stat.hmm

Class HMMRNG

java.lang.Object

dev.nm.stat.markovchain.SimpleMC

dev.nm.stat.hmm.HMMRNG

All Implemented Interfaces:

RandomNumberGenerator, Seedable

Direct Known Subclasses:

HiddenMarkovModel, KnightSatchellTran1995

public class HMMRNG
extends SimpleMC

In a (discrete) hidden Markov model, the state is not directly visible, but output, dependent on the state, is visible. Each state has a probability distribution over the possible output tokens (could be continuous). Therefore the sequence of tokens generated by an HMM gives some information about the sequence of states. Note that the adjective 'hidden' refers to the state sequence through which the model passes, not to the parameters of the model; even if the model parameters are known exactly, the model is still 'hidden'. In other words, a hidden Markov model is a Markov chain of (hidden) states and for each state a conditional random number generator (distribution).

See Also:

• Wikipedia: Hidden Markov model

Constructor Summary

Constructors

Constructor	Description
HMMRNG(Vector PI, Matrix A, RandomNumberGenerator[] B)	Constructs a hidden Markov model.
HMMRNG(HMMRNG that)	Copy constructor.

Method Summary

Modifier and Type	Method	Description
HmmInnovation	next()	Gets the next simulated innovation: state and observation.
double	nextDouble()	Gets the next simulated observation.
void	seed(long... seeds)	Seed the random number/vector/scenario generator to produce repeatable experiments.

Methods inherited from class dev.nm.stat.markovchain.SimpleMC

A, bin, getStationaryProbabilities, nextState, nStates, PI

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

HMMRNG

public HMMRNG(Vector PI,
 Matrix A,
 RandomNumberGenerator[] B)

Constructs a hidden Markov model.

Parameters:

PI - the initial state probabilities

A - the state transition probabilities of the homogeneous hidden Markov chain

B - the conditional observation random number generators (distributions)

HMMRNG

public HMMRNG(HMMRNG that)

Copy constructor.

Parameters:

that - a HiddenMarkovModel

Method Details

seed

public void seed(long... seeds)

Description copied from interface: Seedable

Seed the random number/vector/scenario generator to produce repeatable experiments.

Specified by:

seed in interface Seedable

Overrides:

seed in class SimpleMC

Parameters:

seeds - the seeds

nextDouble

public double nextDouble()

Gets the next simulated observation.

Specified by:

nextDouble in interface RandomNumberGenerator

Overrides:

nextDouble in class SimpleMC

Returns:

next observation

next

public HmmInnovation next()

Gets the next simulated innovation: state and observation.

Returns:

the next HMM innovation