C# Class Accord.Statistics.Distributions.Multivariate.HiddenMarkovDistribution

Hidden Markov Model probability distribution.

Inheritance: MultivariateDiscreteDistribution

Public Methods

Method	Description
Clone ( ) : object	Creates a new object that is a copy of the current instance.
DistributionFunction ( int x ) : double	Gets the cumulative distribution function (cdf) for this distribution evaluated at point `x`. The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.
Fit ( double observations, double weights, Fitting options ) : void	Fits the underlying distribution to a given set of observations. Although both double[] and double[][] arrays are supported, providing a double[] for a multivariate distribution or a double[][] for a univariate distribution may have a negative impact in performance.
Fit ( double observations, double weights, HiddenMarkovOptions options ) : void	Fits the underlying distribution to a given set of observations. Although both double[] and double[][] arrays are supported, providing a double[] for a multivariate distribution or a double[][] for a univariate distribution may have a negative impact in performance.
HiddenMarkovDistribution ( HiddenMarkovModel model ) : System	Initializes a new instance of the HiddenMarkovDistribution class.
LogProbabilityMassFunction ( int x ) : double	Gets the log-probability mass function (pmf) for this distribution evaluated at point `x`. The Probability Mass Function (PMF) describes the probability that a given value `x` will occur.
ProbabilityMassFunction ( int x ) : double	Gets the probability mass function (pmf) for this distribution evaluated at point `x`. The Probability Mass Function (PMF) describes the probability that a given value `x` will occur.
ToString ( string format, IFormatProvider formatProvider ) : string	Returns a System.String that represents this instance.

Method Details

Clone() public method

Creates a new object that is a copy of the current instance.

public Clone ( ) : object
return	object

DistributionFunction() public method

Gets the cumulative distribution function (cdf) for this distribution evaluated at point x.

The Cumulative Distribution Function (CDF) describes the cumulative probability that a given value or any value smaller than it will occur.

public DistributionFunction ( int x ) : double
x	int	A single point in the distribution range.
return	double

Fit() public method

Fits the underlying distribution to a given set of observations.

Although both double[] and double[][] arrays are supported, providing a double[] for a multivariate distribution or a double[][] for a univariate distribution may have a negative impact in performance.

public Fit ( double observations, double weights, Fitting options ) : void
observations	double	The array of observations to fit the model against. The array /// elements can be either of type double (for univariate data) or /// type double[] (for multivariate data).
weights	double	The weight vector containing the weight for each of the samples.
options	Fitting	Optional arguments which may be used during fitting, such /// as regularization constants and additional parameters.
return	void

Fit() public method

Fits the underlying distribution to a given set of observations.

public Fit ( double observations, double weights, HiddenMarkovOptions options ) : void
observations	double	The array of observations to fit the model against. The array /// elements can be either of type double (for univariate data) or /// type double[] (for multivariate data).
weights	double	The weight vector containing the weight for each of the samples.
options	Accord.Statistics.Distributions.Fitting.HiddenMarkovOptions	Optional arguments which may be used during fitting, such /// as regularization constants and additional parameters.
return	void

HiddenMarkovDistribution() public method

Initializes a new instance of the HiddenMarkovDistribution class.

public HiddenMarkovDistribution ( HiddenMarkovModel model ) : System
model	Accord.Statistics.Models.Markov.HiddenMarkovModel	The model.
return	System

LogProbabilityMassFunction() public method

Gets the log-probability mass function (pmf) for this distribution evaluated at point x.

The Probability Mass Function (PMF) describes the probability that a given value x will occur.

public LogProbabilityMassFunction ( int x ) : double
x	int	A single point in the distribution range.
return	double

ProbabilityMassFunction() public method

Gets the probability mass function (pmf) for this distribution evaluated at point x.

The Probability Mass Function (PMF) describes the probability that a given value x will occur.

public ProbabilityMassFunction ( int x ) : double
x	int	A single point in the distribution range.
return	double

ToString() public method

Returns a System.String that represents this instance.

public ToString ( string format, IFormatProvider formatProvider ) : string
format	string	The format.
formatProvider	IFormatProvider	The format provider.
return	string