Uses of Class
dev.nm.stat.markovchain.SimpleMC

Packages that use SimpleMC

Package	Description
dev.nm.stat.hmm
dev.nm.stat.hmm.discrete
dev.nm.stat.hmm.mixture
tech.nmfin.trend.kst1995

Uses of SimpleMC in dev.nm.stat.hmm

Subclasses of SimpleMC in dev.nm.stat.hmm

Modifier and Type	Class and Description
class	HiddenMarkovModel
class	HMMRNG In a (discrete) hidden Markov model, the state is not directly visible, but output, dependent on the state, is visible.

Uses of SimpleMC in dev.nm.stat.hmm.discrete

Subclasses of SimpleMC in dev.nm.stat.hmm.discrete

Modifier and Type	Class and Description
class	BaumWelch This implementation trains an HMM model by observations using the Baum–Welch algorithm.
class	DiscreteHMM This is the discrete hidden Markov model as defined by Rabiner.

Uses of SimpleMC in dev.nm.stat.hmm.mixture

Subclasses of SimpleMC in dev.nm.stat.hmm.mixture

Modifier and Type	Class and Description
class	MixtureHMM This is the mixture hidden Markov model (HMM).
class	MixtureHMMEM The EM algorithm is used to find the unknown parameters of a hidden Markov model (HMM) by making use of the forward-backward algorithm.

Uses of SimpleMC in tech.nmfin.trend.kst1995

Subclasses of SimpleMC in tech.nmfin.trend.kst1995

Modifier and Type	Class and Description
class	KnightSatchellTran1995 Implements the Knight-Satchell-Tran model of financial asset returns.