Class HiddenMarkovModel

All Implemented Interfaces:
RandomNumberGenerator, Seedable
Direct Known Subclasses:
DiscreteHMM, MixtureHMM

public abstract class HiddenMarkovModel extends HMMRNG
  • Constructor Details

  • Method Details

    • 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 1
      observation - the observation value
      Returns:
      the probability density/mass
    • 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 states
      obsverations - a sequence of corresponding observations
      Returns:
      the probability of the occurrence
    • 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 states
      obsverations - a sequence of corresponding observations
      Returns:
      the probability of the occurrence
    • 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