Class HiddenMarkovModel

    • Method Detail

      • 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