dev.nm.stat.hmm.mixture

Class MixtureHMM

java.lang.Object

dev.nm.stat.markovchain.SimpleMC

dev.nm.stat.hmm.HMMRNG

dev.nm.stat.hmm.HiddenMarkovModel

dev.nm.stat.hmm.mixture.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 Summary

Constructors

Constructor and Description
MixtureHMM(MixtureHMM model) Copy constructor.
MixtureHMM(Vector PI, Matrix A, MixtureDistribution dist) Constructs a mixture hidden Markov model.

Method Summary

Modifier and Type	Method and Description
double	density(int state, double observation) Gets the (conditional) probability density/mass of making an observation in a particular state.
MixtureDistribution	getDistribution() Gets the distribution in the hidden Markov model.

Methods inherited from class dev.nm.stat.hmm.HiddenMarkovModel

logProbability, logProbability, logProbability

Methods inherited from class dev.nm.stat.hmm.HMMRNG

next, nextDouble, seed

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 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